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Parameter estimation from noncontiguous data. (English) Zbl 0549.93016

Summary: A ’linear-in-the-parameters’ representation is derived for a data set formed by concatenating a number of input-output data records which, although arising from the same system, are not contiguous in time. As well as parameters describing the system, further ’splicing parameters’ arise from the discontinuities in the concatenated data records at the joins. This representation gives rise to a method of ’data splicing’ which enables system parameters to be recursively identified from the concatenated data records. The method is particularly useful when each individual data record is not, by itself, sufficient to identify the system parameters. The method is developed for noise-free differential equation models, but the basic principles are more widely applicable. An illustrative example is given.

MSC:

93B30 System identification
44A10 Laplace transform
93C15 Control/observation systems governed by ordinary differential equations
93B40 Computational methods in systems theory (MSC2010)
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