User`s guide

3 Linear Model Identification
underlying continuous-time model being subject to continuous-time white
noise disturbances, which have infinite, instantaneous variance. In this
case, the underlying continuous-time model istheuniquerepresentationfor
discrete-timemodels.Tomaintainthesamelevelofnoiseafterinterpolating
the noise signal, scale the noise spectrum by
T
T
New
Old
,whereT
new
is the new
sampling interval and T
old
is the original sampling interval. before applying
sim.
c2d and d2c transformations produce wa rnings when the continuous-time
disturbance model does not have the required w hite-noise component.
These warnings occur because the underlying state-space model, which
is fo rmed and used by these transformations, is ill-defined. In this case,
modify the C-polyn omial such that the degree of the m onic C-polynomial
in continuous-time equals the sum of the degrees of the monic A-and
D-polynomials in continuous-time. For example:
length(C)-1 = (length(A)-1)+(leng th(D)-1)
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