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Non-causal regularized least-squares for continuous-time system identification with band-limited input excitations
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- González, Rodrigo A. (author)
- KTH,Reglerteknik
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- Rojas, Cristian R., 1980- (author)
- KTH,Reglerteknik
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- Hjalmarsson, Håkan, 1962- (author)
- KTH,Reglerteknik
- (creator_code:org_t)
- Institute of Electrical and Electronics Engineers (IEEE), 2021
- 2021
- English.
- In: Proceedings 2021 60th IEEE conference on decision and control (CDC). - : Institute of Electrical and Electronics Engineers (IEEE). ; , s. 114-119
- Conference paper (peer-reviewed)
Abstract
Subject headings
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- In continuous-time system identification, the intersample behavior of the input signal is known to play a crucial role in the performance of estimation methods. One common input behavior assumption is that the spectrum of the input is band-limited. The sinc interpolation property of these input signals yields equivalent discrete-time representations that are non-causal. This observation, often overlooked in the literature, is exploited in this work to study non-parametric frequency response estimators of linear continuous-time systems. We study the properties of non-causal least-square estimators for continuous-time system identification, and propose a kernel-based non-causal regularized least-squares approach for estimating the band-limited equivalent impulse response. The proposed methods are tested via extensive numerical simulations.
Subject headings
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Keyword
- System identification
- Continuous-time systems
- Parameter estimation
- Least-squares
- Regularization
Publication and Content Type
- ref (subject category)
- kon (subject category)
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