Abstract
This chapter considers the problem of estimation of the transfer function of a continuous-time dynamic system in the presence of colored noise. Whereas parameter estimation can be made by means of a discrete-time maximum-likelihood algorithm, an operator transformation permits a continuous-time model parameterization. The method is useful in cases where it is important to estimate the coefficients of a continuous-time transfer function and to maintain a physical interpretation of the transfer function results.
| Original language | English |
|---|---|
| Title of host publication | Control Systems, Robotics and Automation, Encyclopedia of Life Support Systems (EOLSS), Developed under the auspices of the UNESCO |
| Editors | Heinz Unbehauen |
| Publisher | Eolss Publishing CO. Ltd. |
| Publication status | Published - 2002 |
Subject classification (UKÄ)
- Control Engineering
Free keywords
- Feedback
- Laplace transform
- Sampled Data
- Time-invariant systems
- Transfer function
- Frequency response
- Continuous-time systems