Zaborszky Distinguished Lecture Series 2007 Lectures

High performance signal processing and control depends, inter-alia, on the availability of accurate models. Typically such models are obtained by a combination of physical modeling and analysis of experimental data. Moreover modern data recording equipment inevitable uses some form of sampling and quantization. This raises the question of the relationship between the sampled and quantized data and the underlying continuous time system. In this lecture, we will study this question for both linear and nonlinear dynamical systems. The ideas will be illustrated by the problem of identification of continuous time autoregressive systems and nonlinear systems from sampled data. Outline