This paper presents a solution to the state-space system identification problem from discrete-time data without a hold device on the input. We consider the case where the inter-sampled input is approximated by 4-point Lagrange interpolation. The resultant discrete-time state-space model becomes non-standard and non-causal, but a mathematically equivalent discrete-time model is found so that standard system identification can be adapted to identify it. From the identified equivalent model, a continuous-time state-space model of the system is recovered. Results for the special case of 2-point linear interpolation are also provided.

中文翻译：

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通过拉格朗日插值法无需保持装置的状态空间系统识别

本文提出了一种从离散时间数据中解决状态空间系统识别问题的方法，该方法不需要输入保持设备。我们考虑通过4点Lagrange插值近似采样间输入的情况。所得的离散时间状态空间模型变为非标准且无因果的，但是找到了数学上等效的离散时间模型，因此可以采用标准系统标识进行标识。从确定的等效模型中，恢复系统的连续时间状态空间模型。还提供了两点线性插值的特殊情况的结果。