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The advantages of directly identifying continuous-time transfer function models in practical applications. (English) Zbl 1317.93258

Summary: The direct identification and estimation of continuous-time models from sampled data is now mature. This paper does not present any new methodology, nor does it compare the performance of existing methods. Its main aim is to discuss the advantages of direct, continuous-time model identification with the help of illustrative examples that are all based on real data from practical applications. Although the specific method of statistical parameter estimation is relatively unimportant in this regard, the latest and most sophisticated time domain identification algorithm that is freely available to the reader is used in these examples in order to ensure that the results reflect the best performance that can be achieved at this time by time-domain identification.

MSC:

93E12 Identification in stochastic control theory
93E03 Stochastic systems in control theory (general)
93C15 Control/observation systems governed by ordinary differential equations

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