Sampling in Parametric and Nonparametric System Identification
Aliasing, Input Conditions, and Consistency
Rodrigo A. González (Eindhoven University of Technology)
Max van Haren (Eindhoven University of Technology)
T.A.E. Oomen (Eindhoven University of Technology, TU Delft - Team Jan-Willem van Wingerden)
Cristian R. Rojas (KTH Royal Institute of Technology)
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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.