Application of digital filtering techniques

Abstract

Continuous-time system identification usually consists of two main parts: signal processing (or pre-filtering) and parameter estimation. Both analog and digital pre-filters for signal processing can be used, where analog pre-filters are implemented in a digital computer by using such techniques as the numerical integration and the bilinear transformation. As for parameter estimation, an emphasis is put on on-line identification algorithms. Using the pre-filters of digital form, a discrete-time identification model which retains the continuous-time model parameters is derived. Some fundamental identification methods such as the least squares method, bias-compensating methods and instrumental variable methods are reviewed. Finally the choice of the input signal is discussed with simulation experiments.