Abstract
In the paper a continuous-time approach to parameter estimation of continuous-time systems is addressed. A linear continuous-time single-input single-output system model described by means of a transfer function is taken into consideration. A weighted quadratic criterion function, which defines the quality of the estimation process, the resulting least-squares algorithm and its characteristics are expressed in the continuous-time domain. In order to accommodate the continuous-time design to the discrete-time domain, various numerical methods are proposed. Simulation results that illustrate the performance of the proposed methods are presented and discussed.
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