𝔖 Bobbio Scriptorium
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Box–Jenkins continuous-time modeling

✍ Scribed by R. Pintelon; J. Schoukens; Y. Rolain

Book ID
104105581
Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
264 KB
Volume
36
Category
Article
ISSN
0005-1098

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✦ Synopsis

This paper treats the identi"cation of continuous-time models using arbitrary band-limited excitation signals. A modeling approach is presented that has the following two advantages: (1) asymptotically (the amount of data tends to in"nity) there is no approximation error over the complete frequency band from DC to Nyquist, (2) it allows to identify general parametric noise models. The key idea is to combine a continuous-time plant model with a discrete-time noise model ("hybrid Box}Jenkins model structure).

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