This paper derives the formulae for an exact discrete time representation corresponding to a system of higher-order stochastic differential equations. The formulae are applicable in stationary, non-stationary and explosive systems and for data observed as a mixture of both stock and flow variables.
Identification of non-stationary continuous systems using modulating functions
โ Scribed by Ennaceur Benhadj Braiek; Frederic Rotella
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 485 KB
- Volume
- 327
- Category
- Article
- ISSN
- 0016-0032
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โฆ Synopsis
The identtjication of non-stationary multi-input multi-output continuous systems by the use of trigonometric modulating functions is considered. The time variable matrices to be identified are developed in polynomialform, and the,fact that the product of a modulating fiinction with these series also gives a modulating,function is discussed. The proposed method avoids the necessity* of'knowledye andestimation of the initial conditions and si~gnal derivatives.
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