Frequency Sampling Filters in Process Identification

This chapter consists of six sections. Section 4.2 introduces the FSF model structure. Section 4.3 examines the properties of the FSF model with a fast data sampling rate. Section 4.4 introduces the concept of a reduced order FSF model. Section 4.5 discusses the use of least squares for estimating the FSF model parameters from input-output data. Section 4.6 excunines the nature of the correlation matrix that arises when using a least squares estimator with an FSF model and the relationship between the elements of this matrix and the energy content of the input signal. 

Portions of this chapter have been reprinted from Automatica 33, L. Wang atnd W.R. Cluett, Frequency-sampling filters an improved model 

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