SYSTEM-IDENTIFICATION USING MODULATING FUNCTIONS AND FAST FOURIER-TRANSFORMS

The Pearson-Lee method for system identification of continuous time systems is a new and powerful variant of the class of modulating functions methods. It efficiently handles parameter identification of systems described by linear and certain nonlinear ordinary differential equations through the use of trigonometric modulating functions, Fast Fourier Transforms and batch least squares. The method uses a finite sequence of input-output data and it can be used for on- and off-line studies. Three applications of Pearson-Lee method are discussed in this paper. These are: model order reduction, multivariable system identification and delay identification. These applications are formulated in ways that allows straightforward extensions of the original theory. Issues and problems of the method arising from the applications are also discussed.