Sampling in Parametric and Nonparametric System Identification: Aliasing, Input Conditions, and Consistency

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Abstract

The sampling rate of input and output signals is known to play a critical role in the identification and control of dynamical systems. For slow-sampled continuous-time systems that do not satisfy the Nyquist-Shannon sampling condition for perfect signal reconstructability, careful consideration is required when identifying parametric and nonparametric models. In this letter, a comprehensive statistical analysis of estimators under slow sampling is performed. Necessary and sufficient conditions are obtained for unbiased estimates of the frequency response function beyond the Nyquist frequency, and it is shown that consistency of parametric estimators can be achieved even if input frequencies overlap after aliasing. Monte Carlo simulations confirm the theoretical properties.
Original languageEnglish
Number of pages6
JournalIEEE Control Systems Letters
VolumeXX
Issue numberX
Publication statusAccepted/In press - 25 Oct 2024

Keywords

  • Frequency-domain system identification
  • Undersampled systems
  • Frequency response function

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