Discrete Frequency Formats for Linear Differential System Identification

Abstract The classical Shinbrot method of moment functionals is reexamined for linear differential system identification using explicitly defined Fourier modulating functions. It is shown that a discrete frequency format attends the following least squares formulations: (i) the parametric identification problem for single input single output systems, with consideration given to both time-invariant and time-varying models, and (ii) the nonparametric frequency transfer function identification problem for multivariable systems. The algorithms are demonstrated to be robust in the presence of white measurement noises, and a comparison is made via simulation with the prediction error method for parameter identification.