Continuous time system identification of nonparametric models with constraints

Abstract

Although structural constraints such as model order and time delay have been incorporated in the continuous time system identification since its origin, the constraints on the estimated model parameters were rarely enforced. This paper proposes a continuous time system identification approach with constraints. It shows that by incorporating physical parameter information known a priori as hard constraints, the traditional parameter estimation schemes are modified to minimize a quadratic cost function with linear inequality constraints. Using the structure of Frequency Sampling Filters as the vehicle, the paper shows that the constraints can be readily imposed on continuous time frequency res..