15th Triennial World Congress of the International Federation of Automatic Control
  Barcelona, 21–26 July 2002 
CONTINUOUS-TIME IDENTIFICATION USING LQG-BALANCED MODEL REDUCTION
Rolf Johansson*
* Dept. Automatic Control, Lund University,
PO Box 118, SE-221 00 Lund Sweden;
Phone +46 46 222 8791; Fax (+46) 46 138118;
Email Rolf.Johansson@control.lth.se

System identification of continuous-time model based on discrete-time data can be performed using a algorithm combining linear regression and LQG-balanced model reduction. The approach is applicable also to unstable system dynamics and it provides balanced models for optimal linear prediction and control.
Keywords: System Identification, Continuous-time Systems, Model Reduction
Session slot T-Tu-E02: Continuous-time model identification: methods and applications/Area code 3a : Modelling, Identification and Signal Processing