Sampling and sampled-data models

Physical systems typically evolve continuously whereas modern controllers and signal processing devices invariably operate in discrete time. Hence sampling arises as a cornerstone problem in essentially all aspects of modern systems science. This paper reviews various aspects of sampling of signals and systems. We argue that careful consideration must be given to sampling to obtain meaningful results when interconnecting a physical system to a computer for the purpose of data storage, signal processing, or control. We also take the opportunity to dispel several common misconceptions about sampling and sampled-data systems.

[1]  Nahum Shimkin,et al.  Nonlinear Control Systems , 2008 .

[2]  G. Goodwin,et al.  Connection between continuous and discrete Riccati equations with applications to kalman filtering , 1988 .

[3]  H. Saunders,et al.  Probability, Random Variables and Stochastic Processes (2nd Edition) , 1989 .

[4]  Alan V. Oppenheim,et al.  Discrete-time signal processing (2nd ed.) , 1999 .

[5]  T. Söderström Discrete-Time Stochastic Systems: Estimation and Control , 1995 .

[6]  Aarnout Brombacher,et al.  Probability... , 2009, Qual. Reliab. Eng. Int..

[7]  Graham C. Goodwin,et al.  Digital control and estimation : a unified approach , 1990 .

[8]  Graham C. Goodwin,et al.  Variance or spectral density in sampled data filtering? , 2012, J. Glob. Optim..

[9]  Karl Johan Åström,et al.  Zeros of sampled systems , 1980, 1980 19th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes.

[10]  Kamal Premaratne Eliahu I. Jury [Historical Perspectives] , 2010 .

[11]  G. Goodwin,et al.  SAMPLED-DATA MODELS FOR STOCHASTIC NONLINEAR SYSTEMS , 2006 .

[12]  S. Weller,et al.  Sampling zeros and the Euler-Frobenius polynomials , 1997, Proceedings of the 36th IEEE Conference on Decision and Control.

[13]  Chin-Shung Hsu Digital control systems , 1982, Proceedings of the IEEE.

[14]  Graham C. Goodwin,et al.  Frequency domain sensitivity functions for continuous time systems under sampled data control , 1994, Autom..

[15]  G. Goodwin,et al.  Generalized sample hold functions-frequency domain analysis of robustness, sensitivity, and intersample difficulties , 1994, IEEE Trans. Autom. Control..

[16]  G. Goodwin,et al.  High-speed digital signal processing and control , 1992, Proc. IEEE.

[17]  Marian J. Blachuta,et al.  On zeros of pulse transfer functions , 1999, IEEE Trans. Autom. Control..

[18]  George A. Perdikaris Computer Controlled Systems , 1991 .

[19]  I. Eliahu Jury Synthesis and critical study of sampled-data control systems , 1956, Transactions of the American Institute of Electrical Engineers, Part II: Applications and Industry.

[20]  A. W. M. van den Enden,et al.  Discrete Time Signal Processing , 1989 .

[21]  K. Åström,et al.  Zeros of sampled systems , 1980 .

[22]  Kamal Premaratne,et al.  Tabular method for determining root distribution of delta-operator formulated real polynomials , 1994, IEEE Trans. Autom. Control..

[23]  William Moran,et al.  Sampling zeros and the Euler-Frobenius polynomials , 1997, Proceedings of the 36th IEEE Conference on Decision and Control.

[24]  S. Shreve,et al.  Stochastic differential equations , 1955, Mathematical Proceedings of the Cambridge Philosophical Society.

[25]  B. Anderson,et al.  Digital control of dynamic systems , 1981, IEEE Transactions on Acoustics, Speech, and Signal Processing.

[26]  Athanasios Papoulis,et al.  Probability, Random Variables and Stochastic Processes , 1965 .

[27]  B. Wahlberg Limit results for sampled systems , 1988 .

[28]  M. Naumović Sampling in Digital Signal Processing and Control , 2001 .

[29]  Graham C. Goodwin,et al.  ROBUST IDENTIFICATION OF PROCESS MODELS FROM PLANT DATA , 2008 .

[30]  J. R. Ragazzini,et al.  Sampled-Data Control Systems , 1959 .

[31]  R. H. Barker,et al.  The pulse transfer function and its application to sampling servo systems , 1952 .

[32]  Naim A. Kheir,et al.  Control system design , 2001, Autom..

[33]  Graham C. Goodwin,et al.  ROBUST IDENTIFICATION OF PROCESS MODELS FROM PLANT DATA , 2008 .

[34]  Graham C. Goodwin,et al.  Sampled Data Errors in Variables Systems. , 2009 .

[35]  P. Kabamba Control of Linear Systems Using Generalized Sampled-Data Hold Functions , 1987, 1987 American Control Conference.

[36]  Graham C. Goodwin,et al.  On sampled-data models for nonlinear systems , 2005, IEEE Transactions on Automatic Control.

[37]  Graham C. Goodwin,et al.  Relative error issues in sampled data models , 2008 .

[38]  W. Marsden I and J , 2012 .

[39]  G. Goodwin,et al.  Generalised hold functions for fast sampling rates , 2004, 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601).