Identification of continuous-time noise models

Authors:	Pintelon Rik, Vrije Universiteit Brussel, Belgium Schoukens Johan, Vrije Universiteit Brussel, Belgium Rolain Yves, Vrije Universiteit Brussel, Belgium Cauberghe Bart, Vrije Universiteit Brussel, Belgium Parloo Eli, Vrije Universiteit Brussel, Belgium Guillaume Patrick, Vrije Universiteit Brussel, Belgium
Topic:	1.1 Modelling, Identification & Signal Processing
Session:	Continuous Time System Identification
Keywords:	system identification, frequency-domain method, continuous-time systems, noise characterization, open loop, parameter estimation

Abstract

Current methods identify the physical parameters of continuous-time ARMA(X) processes via discrete-time approximations. Based on a frequency domain maximum likelihood estimator described in Ljung (1999), this paper proposes an exact continuous-time noise modeling approach. The theory is illustrated on two real measurement examples: operational modal analysis of a bridge and flight flutter testing