Identification with stochastic sampling time jitter

13 years 4 months ago

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This work investigates how stochastic sampling jitter noise affects the result of system identification, and proposes a modification of known approaches to mitigate the effects of sampling jitter, when the jitter is unknown and not directly measurable. By just assuming conventional additive measurement noise, the analysis shows that the identified model will get a bias in the transfer function amplitude that increases for higher frequencies. A frequency domain approach with a continuous-time model allows an analysis framework for sampling jitter noise. The bias and covariance in the frequency domain model are derived. These are used in bias compensated (weighted) least squares algorithms, and by asymptotic arguments this leads to a maximum likelihood algorithm. Continuous-time output error models are used for numerical illustrations. Key words: Non-uniform sampling, Sampling jitter, System identification, Stochastic systems, Maximum likelihood, Least squares estimation, Frequency doma...

Frida Eng, Fredrik Gustafsson

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