PARAMETER ESTIMATION FROM NONCONTIGUOUS DATA.

Abstract

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 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.