Continuous-Time Model Identification of Time-Varying Systems Using Non-Uniformly Sampled Data
This contribution reviews theory, algorithms, and validation results for system identification of continuous-time models from finite non-uniformly sampled input-output sequences. The algorithms developed are autoregressive methods, and methods of stochastic realization adapted to the continuous-time context. The resulting model can be decomposed into an input-output model and a stochastic innovati
