Identification from aperiodic discrete-time data with applications to the estimation of exponential parameters

A. Klinger

ResearchPublished 1966

Presentation of a way to identify a single-input single-output time-invariant linear system from an arbitrary set of discrete-time observations. Interpolarity procedures are used to express the unknown parameters in terms of the data. Applications of the procedure to an overdamped second-order system are included, and the identification method is shown to be related to the resolution of a set of discrete-data into a weighted sum of exponentials, and hence to Prony's method for equally spaced discrete-data. Computer results indicate the procedure can be used to identify systems when only limited quantities of aperiodic data are available, and that it can also be used in a comprehensive digital computer program for identification for an adaptive control system.

Document Details

  • Copyright: RAND Corporation
  • Availability: Web Only
  • Year: 1966
  • Pages: 22
  • Document Number: RM-4919-PR

Citation

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Klinger, A., Identification from aperiodic discrete-time data with applications to the estimation of exponential parameters. Santa Monica, CA: RAND Corporation, 1966. https://www.rand.org/pubs/research_memoranda/RM4919.html.
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