Abstract
This paper presents a solution to the state-space system identification problem from discrete-time data without a hold device on the input. We consider the case where the inter-sampled input is approximated by 4-point Lagrange interpolation. The resultant discrete-time state-space model becomes non-standard and non-causal, but a mathematically equivalent discrete-time model is found so that standard system identification can be adapted to identify it. From the identified equivalent model, a continuous-time state-space model of the system is recovered. Results for the special case of 2-point linear interpolation are also provided.
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