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Data Pre Processing

# Data Pre Processing

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01/17/2013

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4/CY/O8 Advanced System Identification Lecture 4
Data Pre-processing
When data have been collected from the identificationexperiment, it is often necessary to do some processingon the data set prior to using it for identification.There are several possible deficiencies in the data thatshould be attended to:1. High-frequency disturbances in the data record, abovethe frequencies of interest to the system dynamics.2. Occasional outliers and missing data.3. Drift and offset, low frequency disturbances.
Dr. V.M. Becerra 1

4/CY/O8 Advanced System Identification Lecture 4
Drifts and detrending
There are two different approaches to dealing with theseproblems:1. Removing the disturbances by explicit pre-treatmentof the data.2. Letting the noise model take care of the disturbances.The first approach involves removing trends and off-setsby direct subtraction.
Dr. V.M. Becerra 2

4/CY/O8 Advanced System Identification Lecture 4
Signal offsets
There are several approaches to dealing with signal off-sets or non-zero mean values:1.

Let
y
(
) and
u
(
) be deviations from a physicalequilibrium:
()()()
m
y t y t y
=
,
()()()
m
y t y t y
=
2.

Subtract the mean values from the data.
1
1()
N m
y y  N
=
=
,
1
1()
N m
u u N
=
=
3.

Estimate the offset explicitly. For example,
11
()()()()()
m m
A q y t B q u t v
α
= + +

Dr. V.M. Becerra 3