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Continuous-time noise modeling from sampled data
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DOI：10.1109/TIM.2006.884131.png)
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Abstract
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Most stochastic processes in engineering applications have an intrinsic continuous-time (CT) nature, for example, the noise generated by resistors and semiconductor devices. A few methods exist that identify CT noise models from sampled data. In this paper, a new method based on the concept of filtered band-limited white noise is introduced, an in-depth analysis of the basic assumptions made by the different approaches is given, and the pros and cons of each method are discussed. Finally, the new method is illustrated on a real measurement problem, i.e., the operational modal analysis of a bridge.
Keywords:
continuous time (CT)
frequency domain
noise models
system identification
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