Sampling

and

Texture background: ©Kentoh/Shutterstock.com

Sampled-Data
Models

M
odern signal processing and control algorithms
The interface are invariably implemented digitally, yet most
real-world systems evolve in continuous time.
between the Hence, the interaction between sampling and
continuous world the behavior of continuous-time systems is an
important ingredient in all real-world signals and systems
and digital problems.
algorithms The literature on sampled-data systems goes back several
decades [1]–[5]. Modern systems allow much faster sampling
rates than were previously possible, which suggests that it is
timely to reexamine sampled-data models [6]–[8]. Such a
Graham C. Goodwin, re-examination is the main goal of this article. A tutorial over-
Juan Carlos AgÜero, Mauricio E. view is provided of several related topics, including
Cea Garrido, Mario E. Salgado, »» exact and approximate sampled-data models arising
and Juan I. Yuz from an underlying continuous-time system
»» connections between sampled-data models and the
underlying continuous-time systems at fast sampling
Digital Object Identifier 10.1109/MCS.2013.2270403 rates
Date of publication: 16 September 2013 »» intersample behavior.

34  IEEE CONTROL SYSTEMS MAGAZINE  »  OCTOBER 2013 1066-033X/13/$31.00©2013ieee

 Interest in sampling has grown in the industrial electronics area
over the past decade, with sophisticated control strategies such as model
predictive control becoming increasingly popular in applications.

Motivational Example angle measurement, was not successful. The lack of success
Digital control and estimation appear in almost all aspects was caused by the conjunction of the high sampling rate
of modern society including, although not restricted to, required by the MPC and the measurement noise due to
telecommunications, transportation, chemical processes, the angle quantization. Moreover, this noise is amplified in
biotechnology, semiconductor manufacture, heating and the speed estimate.
air conditioning, energy systems, minerals exploration, This motivating example shows that the use of sophisti-
and health care. In every case, sampling and sampled-data cated sampled-data models is a key enabling tool to achieve
models play a central role. Interest in sampling has grown appropriately designed digital controllers for continuous-
in the industrial electronics area over the past decade, with time systems. Other related ideas can be found in the recent
sophisticated control strategies such as model predictive control literature; see, for example, the discussion of multi-
control (MPC) becoming increasingly popular in applica- resolution MPC in [14].
tions [9]–[12]. The development of these control strategies
depends, among other things, upon the availability of Interfacing
sophisticated sampled-data models for the system. When interconnecting a continuous-time physical system of
Figure 1 depicts a power system [13] that exemplifies the type shown in Figure 1 to a digital computer, interface
two of the central ideas of this article—fast sampling and devices are needed at the input and output, as shown in
sampling-zero dynamics. Figure 3. There are four elements in the figure that play a key
The performance of the control scheme has been exper- role in determining the properties of the sampled system:
imentally tested for a 4-kW permanent magnet synchro- »» Hold: The hold is used to convert the discrete-time
nous motor (PMSM) driven by a commercial 7-kW inverter. sequence {u k} from the computer to a continuous-time
The inverter was modified to receive external gate signals. input signal suitable for application to the system. The
The control algorithm was implemented on a dSpace 1104 zero-order hold (ZOH)
platform with a sampling period of 30 n s. This rapid con-
trol prototyping board has an embedded processor that u (t) = u k for kD # t 1 (k + 1) D (1)
performs the real-time control tasks and communicates
with a host PC for data capture. The control algorithm is most commonly used, where D is the sampling time.
uses a reduced-order extended Kalman filter to estimate »» Physical system: The system typically evolves in con-
the state variables. To load the PMSM, a 4-kW induction tinuous time and is usually described by a set of
machine was coupled to the same shaft by a semiflexible linear or nonlinear differential equations.
coupling. The loading machine is fed by a commercial »» Anti-aliasing filter (AAF): This device prepares the con-
vector-controlled inverter with rotor speed feedback for tinuous-time output signal prior to taking samples.
improved performance. The inverter receives an analog »» Sampler: This device creates a discrete-time sequence
torque reference signal from the control platform. The dc {} k} by instantaneous sampling
links of both inverters are
connected in parallel to pro-
duce recirculation of power,
thus avoiding the use of brak- Inverter
~'m* Digital "
vs
ing resistors. Controller
"
Figure 2 shows the mea- is
~'m Te Tt
sured torque and current for ~k
this setup and compares it to i'm ik
k
model estimates. An observa- Tt Tl
tion pointed out in [13] is that
PMSM Load
the MPC strategy, when imple-
mented using an Euler approx- Figure 1 Sampled-data control scheme for a 4-kW permanent magnet synchronous machine
imation to estimate the speed (PMSM) coupled with a 4-kW induction machine that acts as a load. The control algorithm is model
based on a 4096 ppr encoder predictive control (MPC) with a sampling period of 30 μs (that is, the sampling frequency is 33 kHz).

OCTOBER 2013  «  IEEE CONTROL SYSTEMS MAGAZINE  35

 } k = } (kD) . (2)
2000
hl, h*l (r/min)

0 Folding
“Folding” is an inevitable consequence of sampling contin-
-2000
(a) uous-time signals. To illustrate the idea, consider a contin-
5 uous-time signal, f (t), having Fourier transform F (j~) .
Continuous-time Fourier transform [15]:
id, i*d (A)

0 3

-5
F { f (t)} = F (j~) = # f (t) e -j~t dt. (3)
-3
3
(b)
F -1
{F (j~)} = f (t) = 1 # F ( j~) e j~t d~. (4)
2r
20 -3
iq (A)

0 The uniform sampling of f (t) with period D produces a

-20 sequence { f (kD)} having discrete-time Fourier transform
(DTFT) Fd (e j~D) .
(c) DTFT [15]:
ia, ib, ic (A)

20 3

0
Fd { fk} = Fd (e j~D) = D / fk e -j~kD . (5)
k =-3
-20
r/D

(d) F d- 1 {Fd (e j~D)} = fk = 1 # Fd (e j~D) e j~kD d~. (6)

2r - r/D
10
The above equations are scaled by D (in the definition of
Ttt (nm)

0
the DTFT) to obtain consistency between discrete time and
-10 continuous time [15].
(e) The sampled sequence { fk} does not have energy and
10 thus does not have a continuous-time Fourier transform.
Ttl, T*l (nm)

5 However, a related signal (sometimes called the instrumen-

tal signal) is defined by
0
3
-5
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 fD (t) = D / fk d (t - kD), (7)
k =-3
t (s)
(f)
where d ($) is the impulse function (a.k.a. Dirac delta func-
tion). The signal fD (t) has a continuous-time Fourier trans-
Figure 2 Experimental results for the operation of the permanent form that satisfies
magnet synchronous machine shown in Figure 1, using a fast-sam-
pling model predictive control scheme. The signals are: (a) the load F { fD (t)} = Fd { fk} . (8)
speed h k (red) and reference h )k (dashed); (b) the direct stator cur-
rent component i d (green) and reference i )d (dashed); (c) the
F { fD (t)} and Fd { fk} are related to the Fourier transform
quadrature stator current component i q ; (d) the stator currents i a
(red), i b (green), and i c (blue); (e) the estimated torsional torque in F (j~) of f (t) by [15]
the flexible coupling Ttt ; and (f) the estimated load torque Ttk (purple) 3
and reference T )k (dashed) used for the induction machine used as Fd ( fk) = / F ( j~ + j2rl/D), ~ ! [r/D, r/D] . (9)
a load. l =-3

Disturbances Measurement
w(t)
o Noise Sampling
v(t)
o Period
Continuous D
Discrete Input Input Physical
Hold Continuous-Time AAF
uk u(t) z(t) = y(t)
o }(t) }k
System (Plant)
Sampled-Data Model

Figure 3 Sampled-data system showing the interface devices, a hold on the input, and an anti-aliasing filter on the output.

36  IEEE CONTROL SYSTEMS MAGAZINE  »  OCTOBER 2013

Equations (8) and (9) establish a link between the continuous-
and discrete-time domains.
The result shown in (9) is commonly called “folding.”
The result can be stated as sampling in the time domain pro-
duces folding in the frequency domain. (The dual result is that OF( j~)S
sampling in the frequency domain produces folding in the time
domain.) The folding process is illustrated in Figure 4.

Sampled-data Models for Linear Systems

having Deterministic Inputs -r 0 r ~
Sampling has an impact on models for systems. A conve- D D
nient simplification is to focus on sampled inputs and sam-
pled outputs only (for discussion of intersample issues, see
“Intersample Properties”).
Consider a general linear time-invariant, continuous-time OFd(e j~D)S
system described in state-space form by

xo (t) = Ax (t) + Bu (t), (10)

OF( j~)S
z (t) = yo (t) = Cx (t) . (11)

The notation z (t) = yo (t) is used for consistency with con-
tinuous-time stochastic models as discussed later. The model
(10) and (11) can also be expressed in incremental form as
dx (t) = Ax (t) dt + Bu (t) dt, (12)
z (t) dt = dy (t) = Cx (t) dt. (13)
-r 0 r ~
D D
Figure 4 The folding process. The blue line shows the magnitude of
the spectrum, | F ( j~)| , of a continuous-time signal. The red line
shows the magnitude of the discrete-time spectrum Fd (e j~D) . The
arrows represent how the spectrum at different bandwidth locations
overlap on the same frequency range [- r/D, r/D] .

For the model (10) and (11), an exact discrete-time model

linking the sampled inputs to the sampled outputs can be
obtained by integrating the continuous-time model [16], [17].
Here, it is assumed that the AAF is included in the model
and thus the output is denoted by } (t) . Also, the sampling
is considered to be regular in time (for a discussion of alter-
natives, see “Event-Based (Lebesgue) Sampling”).
Fact 1 (See [15] and [16])
Assume that the continuous-time input signal is generated
by a ZOH
u (t) = u k, for t ! [kD, (k + 1) D) (14)
and that the output is instantaneously sampled at uniform
period D. When the input of the continuous-time system
(10)–(11) is generated from the input sequence u k using a
ZOH, a state-space representation of the resulting sampled-
data model is
x = x k +1 = A q x k + B q u k, (15)
+
k
} k = Cx k, (16)
A discrete-time transfer function representation of the
sampled-data system can also be obtained directly from
(15)–(16). For example, in the scalar case,
G q (z) = C (zI n - A q) -1 B q , (18)
Fq (z) rfn -1 z n -1 + g +rf0
G q (z) = = n , (19)
E q (z) z + re n -1 z n -1 + g + re 0
where z denotes the Z-transform variable. When s = m , is a
continuous-time pole, that is, an eigenvalue of the matrix
A, then z = e m, D is a pole of the discrete-time transfer func-
tion, that is, an eigenvalue of A q .
The expressions obtained in (18)–(19) are equivalent to
the pulse transfer function obtained directly from the con-
tinuous-time transfer function.
Fact 2 (See [16])
The sampled-data transfer function (18) can also be
obtained using the inverse Laplace transform of the contin-
uous-time step response by computing its Z-transform and
dividing by the Z-transform of a discrete-time step. Hence

where the sampled output is } k = } (kD) . The discrete-

G q (z) = (1 - z -1) Z ' L-1 ' 1 1, (20)
G (s)
time system matrices satisfy
s t = kD
D
A q = e AD and B q = # e Ah Bdh. (17) -1
e sD G (s) ds, (21)
= 1 -z
c + j3

0

2rj
# -j3 z - e sD s
 4 c

OCTOBER 2013  «  IEEE CONTROL SYSTEMS MAGAZINE  37

 Intersample Properties

T he main results described in this review article focus on Fact 11

the at sample response. Two useful ways of describing the
intersample response are outlined below.
Frequency domain
The modified Z-transform is a commonly used tool for analyz-
ing intersample behavior [4]. Related ideas from [21, Chap. 14]
are outlined below.
For linear systems, the frequency response of the discrete-
time signal can be related to the continuous-time signal prior
to sampling. To illustrate, consider the signals in Figure S1.
The relationships among different signals are described below.
Fact 9
The continuous- and discrete-time signals in Figure S1 satisfy
the identity
The continuous- and discrete-time signals in Figure S1 satisfy
W d (e j~T) = [G (j~) U (j~)] q, (S4)
where [GU] q denotes the folded form of GU, that is
[GU] q = 1 / G ^ j~ + j2r, /D h U ^ j~ + j2r, /D h . 
3
D , =-3 (S5)
Fact 11 follows from the usual folding produced by sam-
pling.
The above facts have important implications in the digital
control of continuous-time processes [21]. For example, it fol-
lows that
1 / G c j c ~ + 2r , mm H c j c ~ + 2r , mm
3

j~ D , =-3 D D
W d (e ) [GH] q
U ( j~) = 1 H ( j~) U d (e j~D), (S1) W (j~)
=
1 (GH)
=
1 G (j~) H (j~)
D
D D
(S6)
where H (s) = ^1 - e -sDh s is the transfer function of a ZOH
and U (j~) = # z (t) e -j~t dt and U d (e j~T) = D / k =-3 u k e -j~kD
3 3
-3
Folding (as evident in the numerator of the above expres-
are the continuous- and DTFs of z (t) and u k, respectively. sion) leads to sampling zeros. For example, if the relative
Fact 9 follows immediately from the definition of H (j~) and degree of G is even, then there is an asymptotic sampling
U d (e j~) . Note that U (j~) is the product of a nonperiodic func- zero at ~ = r/D. In this case, the ratio of W (j~) (the continu-
tion H (j~) and periodic function U d (e j~T) . ous-time frequency response) and W d (e j~T) (the discrete-time
frequency response) can become very large near the Nyquist
Fact 10 frequency.
The Fourier transform of the discrete-time signals in Figure S1 For this reason, it is generally never appropriate to have
satisfy significant frequency content in W d (e j~T) near the Nyquist
frequency since doing so leads to a very large (approaching
W d (e j~T) = [GH] q U d (e j~T), (S2) 3 as T " 0 ) component in the continuous-time response at
this frequency.
where W d (e j~T) is the (scaled) DTFT given by W d (e j~T) =
Two illustrations of this idea are presented:
D / -3 } k e -j~kD and [GH] q denotes the folded frequency
3
• Consider a continuous-time plant with transfer function
response of GH, that is
[21, p. 366]

[GH] q = 1 / G ^ j~ + j2r, /D h H ^ j~ + j2r, /D h . (S3)

3

D , =-3 G (s) = 1 . (S7)
s (s + 1)
Fact 10 follows from the observation that the discrete-trans-
fer function is the folded version of GH. The sampling period is chosen as T = 0.1.
It is desired that the closed-loop response time be one
sampling period. Recall the discussion in the section “Are
uk z(t) }(t) D }k
Deterministic Sampling Zeros Important?” that suggests
ZOH G(S)
Ud(e j~D) U( j~) W( j~) Wd(e j~D) that the sampling zeros cannot be ignored in this case.
The exact sampled-data model in shift-operator form is
Figure S1 Signals involved in a sampling process: ZOH repre-
sents a zero order hold, G ^s h is any system, and D is the sam- G q (z) = 0.0048 z + 0.967 . (S8)
pling time. (z - 1) (z - 0.905)

38  IEEE CONTROL SYSTEMS MAGAZINE  »  OCTOBER 2013

 Then, over the period D,

1.5 R x k +1 V R0 g 0 Alq V Rx k -m +1V

S W S WS W
S x k +2 W S h h h WS h W
Plant Output

1 S h W =Sh h W
h W x k -1 W
S
S W SS mW S W
x
T k +mX T R 0 g 0 (A q)
l xk X
XT V
0.5
S Blq 0 g 0 W R uk V
S W
S Alq Blq Blq j h W S u k +1 W
0 +S W . (S11)
S h j j 0 WS h W
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 S(Alq) m -1 Blq g g BlqW Su k +m -1W 
Time (s) T XT X

It is then possible to constrain the relationship between the

Figure S2 Sampled response (red line) and continuous-time
inputs. For example, a ZOH has the property
response (blue line).

u k = u k +1 = g = u k +m -1 . (S12)
When the feedback controller
Substituting into (S11) leads to the state-space system
C q (z) = 208.33 z - 0.905 (S9)
z + 0.967
x (k +1) m = (Alq) m x km + [Blq + Alq Blq + g + (Alq) m -1 Blq] u km, (S13)
is used, the discrete-time response reaches the set-point
in one sample period. from which the other intersample values of the state are given
The sampled response of the closed loop for a step by the output equation
reference signal is shown in Figure S2. The correspond-
R x km V R I n V R
0
V
ing continuous-time response is also in Figure S2. Note S W S W S W
the large intersample response, as predicted above. S x km +1 W S Alq W S Blq W
S W = S W x km + S W u km .
h S h W S h W
• The basic idea of repetitive (or iterative learning) con- S W S m -1W S
Tx km +m -1X T(A q)
l Blq + Alq Blq + g + (Alq) m -2
BlqW
trol is to track a periodic discrete-time reference signal X T X
(S14)
(for example, see [S1] and [S2]). However, the design
bandwidth is then comparable to the sample period. Any required design (H 2, H 3, f) can then be carried out
Two consequences are 1) sampling-zero dynamics in a hybrid form with sampled control and a cost function that
cannot be ignored and 2) there is the strong possibility reflects the intersample response. Similar ideas can be applied
of large intersample behavior (see further discussion to optimal filtering. Indeed, it is shown in [S5] that the hybrid
in [21, p. 375]). Similar comments apply to the use of optimal filtering problem and the hybrid regulator problem are
generalized holds (see [15] and [S3]). One option to dual to each other with the AAF in the hybrid filter being dual to
reduce the undesirable intersample behavior is to fil- the hold circuit in the hybrid regulator. Related ideas have also
ter the control action so that the tracking bandwidth is been used in the context of nonlinear filtering; see [S6].
made small relative to the Nyquist frequency. Alterna-
tively, lifting could be used to describe the intersample REFERENCES
behavior, as discussed below. [S1] R. H. Middleton, G. C. Goodwin, and R. W. Longman, “A method
for improving the dynamic accuracy of a robot performing a repetitive
task,” Int. J. Robot. Res., vol. 8, no. 5, pp. 67–74, Oct. 1989.
Time Domain [S2] R. W. Longman and C. P. Lo, “Generalized holds, ripple attenua-
tion, and tracking additional outputs in learning control,” J. Guid. Con-
It is also possible to capture the intersample response in the
trol Dyn., vol. 20, no. 6, pp. 1207–1214, 1997.
time domain using lifting ideas [S4]. The key idea is to use a [S3] A. Feuer and G. C. Goodwin, “Generalized sample hold func-
form of series-to-parallel conversion. To illustrate, consider the tions—Frequency-domain analysis of robustness, sensitivity, and in-
tersample difficulties,” IEEE Trans. Automat. Contr., vol. 39, no. 5, pp.
final goal of using a sampling period of D. Then, it is conve-
1042–1047, May 1994.
nient to employ an up-sampling period Dl = D /m , where m is [S4] T. Chen and B. A. Francis, Optimal Sampled-Data Control Sys-
an integer $ 1. Consider a discrete-time deterministic system tems. London: Springer-Verlag, 1995.
[S5] G. C. Goodwin, D. Q. Mayne, and A. Feuer, “Duality of hybrid op-
with model appropriate to the period Dl ,
timal regulator and hybrid optimal filter,” Int. J. Control, vol. 61, no. 6,
pp. 1465–1471, 1995.
[S6] M. G. Cea and G. C. Goodwin, “Temporal sampling issues in discrete
x k +1 = Alq x k + Blq u k . (S10) nonlinear filtering,” Automatica, vol. 49, no. 1, pp. 138–146, Jan. 2013.

OCTOBER 2013  «  IEEE CONTROL SYSTEMS MAGAZINE  39

 Event-Based (Lebesgue) Sampling
T his article has emphasized regular sampling; indeed, most
current implementations of digital control and estimation
use regular sampling with fixed period D; see, for example,
[8], [15], [16], and [S7]. However, there is sometimes strong
practical motivation to change this paradigm to one in which
samples are taken only “when something interesting” hap-
pens. The corresponding strategy is called “event-based”
(or Lebesgue) sampling. In this framework a measurement
is taken (or transmitted) only when the variable crosses a
given threshold. Thus, the sampling is not regular in the time
domain. The latter strategy has many advantages, including
conserving valuable communication resources, in the context
of networked control or sensor networks since, in principle,
only 1 bit is needed to indicate that the signal has crossed the
upper or lower threshold.
Substantial literature exists on event-based sampling.
An early seminal paper was [S8]. Other related publications
include [S9]–[S11]. The core idea is illustrated in Figure S3.
Several important issues arise in the context of event-
based sampling [S6].
1) Alternative considerations apply to the design of the AAF.
2) Between threshold crossings, there remains an important
piece of information, namely, the signal is not arbitrary.
Instead, the signal lies in the interval between the sam-
pling thresholds.
where G (s) is the continuous-time transfer function, D is
the sampling period, and c ! R is such that all poles of
G (s) /s have real part less than c. Furthermore, when the
integration path in (21) is closed by a semicircle to the
right,
3 G ((log z + 2rj,) /D)
G q (z) = (1 - z -1) / log z + 2rj,
. (22)
, =-3
 4
Equation (22), when considered in the frequency domain
by substituting z = e j~D, again illustrates folding; namely,
the frequency response of the sampled-data system is
obtained by folding the continuous-time frequency
response of the plant plus hold,
3
G q (e j~D) = 1 / H ZOH (j~ ,) G (j~ ,), (23)
D , =-3
where ~ , = ~ + (2r/D) , and H ZOH (s) is the Laplace trans-
form of the ZOH impulse response,
-sD
H ZOH (s) = 1 - e . (24)
s
Equation (23) can be also derived from (18) using the state-
space matrices in (17) (for example, see [15, Lemma 4.6.1]).
40  IEEE CONTROL SYSTEMS MAGAZINE  »  OCTOBER 2013
Riemann Sampling Lebesgue Sampling
D
D Time Time
(a) (b)
Figure S3 Riemann versus Lebesgue sampling.
REFERENCES
[S7] D. Hristu-Varsakelis and W. S. Levine, Handbook of Networked
and Embedded Control Systems. Boston, MA: Birkhäuser, 2005.
[S8] K. J. Åström and B. M. Bernhardsson, “Comparison of Riemann
and Lebesgue sampling for first order stochastic systems,” in Proc. 41st
IEEE Conf. Decision Control, Las Vegas, Nevada, 2002, pp. 2011–2016.
[S9] M. G. Cea and G. C. Goodwin, “Event based sampling in non-linear
filtering,” Control Eng. Pract., vol. 20, no. 10, pp. 963–971, Oct. 2012.
[S10] P. Tabuada, “Event-triggered real-time scheduling of stabilizing
control tasks,” IEEE Trans. Automat. Contr., vol. 52, no. 9, pp. 1680–
1685, Sept. 2007.
[S11] Y. K. Xu and X. R. Cao, “Lebesgue-sampling-based optimal con-
trol problems with time aggregation,” IEEE Trans. Autom. Contr., vol. 56,
no. 5, pp. 1097–1109, May 2011.
Example 1
Consider a continuous-time system with transfer function
6 (s + 5)
G (s) = . (25)
(s + 2) (s + 3) (s + 4)
The corresponding exact sampled-data model for sam-
pling period D = 0.01 is given by
2.96 # 10 -4 (z + 0.99) (z - 0.95)
G q (z ) = . (26)
(z - 0.98) (z - 0.97) (z - 0.96)
Asymptotic Sampling Zeros
The exact model given in (26) has two zeros. The presence of
these zeros contrast with the original continuous-time model
(25), which has only one finite zero. The extra zero in the dis-
crete-time model arises from the folding process. Indeed,
discrete-time models generally (save for certain nongeneric
cases) have relative degree one, independent of the relative
degree of the underlying continuous-time system. To better
understand this phenomenon, it is convenient to begin by
considering an rth-order integrator. Such systems are the key
to understanding more general results. Indeed, as the sampling
rate increases, all systems of relative degree r, behave as an
rth-order integrator over short intervals of time [18].
Fact 3 [18] The above result highlights the fact that the folding pro-
For any sampling period D, the pulse transfer function cor- cess is directly responsible for the occurrence of the sam-
responding to an r th-order integrator G (s) = s -r is exactly pling zeros [see also (22)]. The idea can be extended to more
given by general systems:
r B (z)
G q ( z) = D
r
, (27) Fact 5 [18, Thm. 1]
r! (z - 1) r
Let G (s) be a rational function
where
F (s)
G (s) =
B r (z) = b 1r z r -1 + b r2 z r -2 + g + b rr, (28) E (s)

r +1 (s - c 1) (s - c 2) g (s - c m) (37)
b = / (- 1) k -, , r c m . (29)
k
r =K
k (s - p 1) (s - p 2) g (s - p n)
, =1
k -,
 4 and let G q (z) be the corresponding pulse transfer function.
The polynomials defined in (28)–(29) are known as the Assume that m 1 n, that is, G (s) is strictly proper, having
Euler-Frobenius polynomials. These polynomials are also called relative degree r = (n - m) $ 1. Then, as the sampling
reciprocal polynomials [19] and satisfy several properties [20]. period D goes to 0, m zeros of G q (z) tend to one as e ci D, and
1) The coefficients can be computed recursively, that is, the remaining r - 1 zeros of G q (z) tend to the zeros of the
b r1 = b rr = 1, for all r $ 1, and polynomial B r (z) defined in Fact 3,

D.0 D r (z - 1) m B r (z)
b rk = kb rk -1 + (r - k + 1) b rk --11 , (30) G q (z) K . (38)
r! (z - 1) n

for k = 2, g, r - 1.  4
2) The coefficients satisfy b rk = b rr -k +1 . Hence it follows The above result explains the term (z + 0.99) in the
that, if B r (z 0) = 0, then B r (z 0-1) = 0. numerator of (26). As predicted, this term is very close to
3) The roots are always negative real. the asymptotic term (z + 1) in (33).
4) The polynomials satisfy an interlacing property,
namely, every root of the polynomial B r (z) lies Approximate Deterministic
between every two adjacent roots of B r +1 (z), for r $ 2. Discrete-Time Models
5) The recursive relation For linear systems, it is possible to obtain exact discrete-
time models by use of a matrix exponential as in (15) and
B r +1 (z) = z (1 - z) Blr (z) + (rz + 1) B r (z) (31) (16). However, such models cannot be readily obtained for
nonlinear systems. This observation motivates the study of
holds for all r $ 1, and where Blr = (dB r /dz) . approximate discrete-time models.
The first polynomials in the series are
Euler Approximate Models
B 1 (z) = 1, (32)
One appealing choice for an approximate model is to use
B 2 (z) = z + 1, (33) Euler integration. Beginning with the continuous-time
B 3 (z) = z 2 + 4z + 1 system (10)–(11), the corresponding Euler approximate
 model is
= (z + 2 + 3 ) (z + 2 - 3 ), (34)
3 2
B 4 (z) = z + 11z + 11z + 1 (x Ek ) + = A Eq x Ek + B Eq u k, (39)

= (z + 1) (z + 5 + 2 6 ) (z + 5 - 2 6 ) . (35) E E
} k = Cx k , (40)
In the frequency domain, a special case of interest is
when the infinite sum (22) is combined with Fact 3, leading where
to the following fact.
A Eq = I + AD, (41)
Fact 4 [18] B Eq = BD, (42)
The identity
and the superscript “ E ” denotes states and matrices in the
r -1 (z)
/ log z +1 j2rk r = (r -D 1) ! zB
3 r
(36) Euler model. The resulting discrete-time transfer function is
k =-3 c m
(z - 1) r
D
G Eq (z) = C (zI - I - AD) -1 BD. (43)
holds, where z = e j~D and B r -1 (z) are the Euler-Frobenius
polynomials. This model is often called a simple derivative replacement
 4 (SDR) model since the approximate model is obtained by

OCTOBER 2013  «  IEEE CONTROL SYSTEMS MAGAZINE  41

replacing the Laplace transform variable s by (z - 1) /D.
The SDR model has error of order D 2 in the state response
since e AD is approximated by I + AD.
The above analysis seems to lead to a suitable approxi-
mate model, provided that the sampling rate is sufficiently
high. However, there is a subtle trap. In most practical
applications, what matters is the relative error of the model.
As a simple explanation of the importance of relative
errors, consider an error of 0.01. This error is small (1%)
compared to a nominal size of one. However, when an error
of 0.01 occurs in a quantity of nominal size 0.001, then the
error is 1000%.
Relative errors usually appear as gain factors. For
example, in robust control, a sufficient condition for
robust stability is that |T0 G D| be less than one at all fre-
quencies. Here G D is the relative error in the plant transfer
function and T0 is the nominal complementary sensitivity
function [21].
20
10
D = 0.1 D = 0.01
0 Approximate Models in the Frequency Domain
Magnitude (dB)
Returning to sampled-data models, all transfer func-
tions of relative degree r have response of order D r at the
sampling frequency. Consider, for example, 1/s r . Then, at
frequency ~ = r/D, the magnitude of the continuous-time
response is D r /r r . Hence, although the error in Euler
models is of order D 2, the relative error in such models
does not go to zero as D tends to zero for relative degree
greater than or equal to two. This observation motivates
the search for approximate models that are more accurate
than those obtained by Euler integration.
To further illustrate the problem, consider again the con-
tinuous-time linear system (25). Figure 5 shows the magni-
tude of the relative error
G q (z) - G Eq (z)
R (z ) = (44)
G q (z)
plotted as a function of frequency. As predicted, the rela-
tive error does not tend to zero as D tends to zero.
Two alternative methods for achieving approximate
sampled-data models whose relative error goes to zero (as
D " 0 ) are described below.

-10 One idea for achieving a more accurate sampled-data

-20 model is to append the asymptotic sampling zeros to the
D = 0.001
-30 Euler approximate model. This strategy leads to
-40
-50 G sz E
q = kG q (z) B r (z), (45)

-60
-70 where k is a constant that can be chosen to set the dc gain
to the exact value.
10-1 100 101 102 103
The significance of model (45) is that this approximate
Frequency (rad/s)
model achieves the objective of having its relative errors go
to zero as D approaches zero. Figure 6 shows the corre-
Figure 5 Magnitude of relative error as a function of frequency for
the Euler model, at different sampling rates. Note that 0 dB corre- sponding magnitude of the relative error as a function of
sponds to a relative error of 100%. frequency for the continuous-time system (25), where

G q (z) - G szq ( z)
R (z) = . (46)
G q (z)
20
10
In this case, the relative errors go to zero as D approaches
0
zero.
Magnitude (dB)

-10
-20 D = 0.1 Approximate Models in the Time Domain
-30 The frequency-domain ideas described above do not extend
-40 D = 0.01 readily to nonlinear systems. As a prelude to the nonlinear
-50 case, alternative time-domain methods are described next.
-60 D = 0.001 To explain the ideas, it is convenient to first express the
-70 system in a special form called the normal form [22].
10-1 100 101 102 103 Consider a continuous-time linear system having rela-
Frequency (rad/s) tive degree r = n - m expressed in transfer function form as

Figure 6 Relative errors for model with sampling zeros. The relative b m s m + b m -1 s m -1 + g + b 1 s + b 0
G (s) = , (47)
errors go to zero as D " 0 . s n + a n -1 s n -1 + g + a 1 s + a 0

42  IEEE CONTROL SYSTEMS MAGAZINE  »  OCTOBER 2013

 r -1
where b m ! 0. Transfer function (47) can be modeled in p 2 (kD + D) = p 2 (kD) + g + D [Q p + Q 12 h + b m u] t = t2 ,
(r - 1) ! 11
state-space form as
(59)

xo = Ax (t) + Bu (t), (48) h

p r (kD + D) = p r (kD) + D [Q 11 p + Q 12 h + b m u] t = t r , (60)
z (t) = Cx (t), (49)
h (kD + D) = h (kD) + D [Q 21 p + Q 22 h] t = t r +1 , (61)
where

for some (unknown) time instants kD 1 t , 1 kD + D ,

A =; E, B = ; E, (50)
0 n -1 # 1 I n -1 0 n -1 # 1

-a 0 -a 1 g - a n - 1 1 , = 1, f, r + 1. The model (58)–(61) is exact. An approximate
sampled-data model is obtained by replacing the unknown
C = 6b 0 b 1 g b m -1 b m 0 g 0@ . (51)
time instants t , with kD, that is,

A state-space representation of a linear system in normal pt 1 = pt 1 + Dpt 2 + g +

+ D r [Q pt + Q ht + b u ], (62)
11 12 m k
r!
form is then given by
pt 2 = pt 2 + g +
+ D r -1 [Q pt + Q ht + b u ], (63)
R o V R V (r - 1) ! 11 12 m k

S p1 W S p2 W
S h W S h W h
S W S W
o
Sp r -1W = S pr W , (52) pt r = pt r + D [Q 11 pt + Q 12 ht + b m u k], (64)
+
S o W S W
S p W S Q p + Q h + b uW ht = ht + D [Q 21 pt + Q 22 ht], (65)
r 11 12 m
+
S ho W S Q p + Q h W
21 22
T X T X
z = p 1 , (53) where pt, = pt, (kD), pt+, = pt, (kD + D), ht =ht (kD), ht+ =ht (kD + D),
and u k is the ZOH input.
where g = [p 1, f, p r] T, h = [p r + 1, f, p n] T, and The above model (62)–(65) is called the TTS model. The
TTS model can be expressed compactly as [23]
= G = Mx, (54)
p

pt = A r pt + B r [Q 11 pt + Q 12 ht + b m u], (66)
q q
h +

R C V
S W ht = ht + D [Q 21 pt + Q 22 ht], (67)
+

M =S h W, (55)
S r -1 W
S CA W
S Im 0m # r W where R Tr - 1 V
T X S1 T g (r - 1)! W
S0 j h W
where Q 11, Q 12, Q 21, and Q 22 satisfy A qr = S W (68)
S h j T W
S0 g 0 1 W
CA r M -1 = G = Q 11 p + Q 12 h, (56)
p T X
R Tr V
h S r! W
B qr = S h W . (69)
6I m 0@ AM -1 = G = Q 21 p + Q 22 h. (57)
p
SS WW
TTX
h

A key observation concerning the above normal form is Remarkably, the above approximate sampled-data
that the first r states (where r is the relative degree) are a chain model contains the asymptotic sampling zeros. To illus-
of integrators. Indeed, this observation is consistent with the trate, consider the continuous-time system (25). The above
smoothness of the output resulting from the relative degree of procedure results in the approximate sampled-data
the system. The first state p 1 corresponds to the output z, and model
the second state p 2 to zo . It is then possible to use Taylor series
of different orders for the states. In particular, a truncated 3D 2 (z + 1) (z - 1 + 5D)
G TTS
q (z) =
Taylor series (TTS) expansion of order r, r - 1, f, 1 is used for r (z) , (70)
(z - 1 + 4 D ) E
the states p 1, f, p r, respectively, and a first-order expansion is
used for all the components in h . Performing this calculation, where
the states at time kD + D can be exactly expressed as
r (z) = z 2 - 2z + 1 + 3D 2 z + 3D 2 + 5Dz - 5D. (71)
E
p 1 (kD + D) = p 1 (kD) + Dp 2 (kD) + g
r  The term (z + 1) in the numerator is the asymptotic sam-
+ D [Q 11 p + Q 12 h + b m u] t = t1 , (58)
r! pling-zero polynomial; see (33).

OCTOBER 2013  «  IEEE CONTROL SYSTEMS MAGAZINE  43

Nonlinear Deterministic Systems
The TTS sampled-data model can be extended to nonlinear
systems.
For simplicity, consider the class of nonlinear systems
where the model is affine in the input. An appropriate con-
tinuous-time, state-space model is
xo (t) = f (x (t)) + g (x (t)) u (t), (72)
z (t) = h (x (t)), (73)
where x (t) is the state evolving in an open subset M 1 R n
and the vector fields f ($) and g ($), and the output function
h ($), are analytic.
The extension of the TTS to nonlinear systems requires
an appropriate extension of the notion of relative degree to
the nonlinear case. The nonlinear system (72)–(73) is said to
have relative degree r at a point x o if [22]
i) L g L kf h (x) = 0 for all x in a neighborhood of x o and all
k = 0, f, r - 2
ii) L g L rf -1 h (x o) ! 0,
where L g and L f correspond to Lie derivatives. For exam-
ple, L g h (x) = (2h/2x) g (x) .
Intuitively, the relative degree, as defined above, corre-
sponds to the number of times that the output z (t) must be
differentiated for the input u (t) to appear explicitly.
Truncated Taylor Series Approximate Model
As in the linear case, a Taylor series expansion of different
orders can be applied to z (t) and to each of its r - 1 deriva-
tives. Thus, the state variables g , at t = kD + D can be
exactly expressed by
p 1 ( k D + D) = p 1 ( k D ) + D p 2 ( k D ) + g
Dr 
+ r! [a (g, h) + b (g, h) u] t = p 1, (81)
r -1
p 2 (kD + D) = p 2 (kD) + g + (rD-1)! [a (g, h) + b (g, h) u] t = p 2, (82)
h
p r (kD + D) = p r (kD) + D[a (g, h) + b (g, h) u] t = p r, (83)
and
h (kD + D) = h (kD) + D[c (g, h)] t = p r +1, (84)
for some time instants kD 1 p , 1 kD + D, , = 1, f, r + 1.
This sampled model is exact within the sampling interval
kD # p , 1 kD + D (for some unknown time instants p , ),
where the input u is continuous (in fact, constant due to the
ZOH).
The approximate discrete-time model is

Normal Form pt1 = pt1 + D pt2 + g +

+ Dr
r! [a (gt, ht) + b (gt, ht) u k], (85)
Similar to the linear case described earlier, there exists a
t
+
p2 = pt2 + g + D r -1
(r -1)! [a (gt, ht) + b (gt, ht) u k], (86)
coordinate transform for the nonlinear case, n = M (x), such
that the model in the new coordinates is in normal form [22], h
ptr = ptr + D[a (gt, ht) + b (gt, ht) u k], (87)
+

R V R0V
S0 W S W
Sh I r -1 W and
ShW
go = S W g + S W (a (g, h) + b (g, h) u (t)), (74)
S 0 W 0
S W ht = ht + Dc (gt, ht), (88)
+
S 0 0 g 0W
T X T1X
ho = c (g, h), (75) where pt, = pt, (kD), pt+, = pt, (kD + D), ht = h (kD), ht+ = ht (kD + D),
z (t) = g 1 = h (x), (76) and u k is the ZOH input.
As for the linear case, the model (84)–(86) is known as a
where the state vector is TTS model (see [24] and [25]). The model has extra sam-
pling-zero dynamics. An important fact [24] is that these
Rn V RM (x)V extra dynamics are identical to the sampling-zero dynam-
S 1W S 1 W
SM 2 (x)W ics that arise in the linear case for a system having the same
n (t ) = ; E = SS WW = S
g (t ) n2
= M (x) (77)
h (t ) h h WW relative degree.
S W SS W
Tn nX TM n (x)X
Measures of Accuracy
and Different measures can be used to quantify the accuracy of
nonlinear approximate sampled-data models. For example,
the output of the model could be compared with the true
a (g, h) = a ( n) = L rf h (M -1 ( n)), (78) system output after one sampling interval, after a fixed number
of sampling instants or at the end of a fixed continuous-time
b (g, h) = b ( n) = L g L rf -1 h (M -1 ( n)), (79)
interval. These notions are captured in the definitions pre-
L f M r +1 (M -1 ( n))
c (g, h) = c ( n) = > H. (80)
sented below. These definitions combine system theory ideas
h (normal forms) and numerical analysis tools [26].
L f M n (M -1 ( n)) To quantify the errors, define the notation

44  IEEE CONTROL SYSTEMS MAGAZINE  »  OCTOBER 2013

 f (D) ! O (g (D)) (89)
for two functions f ($) and g ($) if
f (D) # Cg (D) (90)
for all D 1 D 0 and where C is a constant.
The local vector fixed-step truncation error of the approxi-
mate model is said to be of the order of (D m1, f, D mn) if and
only if, for initial state errors
xt 1 [k] - x 1 [k] ! O (D mr 1),
* h (91)
xt n [k] - x n [k] ! O (D mr n),
for any m r i $ m i, i = 1, f, n, then after N steps, where N is
a finite fixed number,
xt 1 [k + N] - x 1 [k + N] ! O (D m1),
* h (92)
xt n [k + N] - x n [k + N] ! O (D mn) .
This definition describes the accumulation of errors over a
fixed number of time steps.
Now consider an alternative definition that captures the
errors when an approximated discrete-time model is
applied for a given continuous-time interval. The global
vector fixed-time truncation error of an approximate model is
said to be of the order of (D um1, f, D umn) if and only if, for
initial state errors
xt 1 [k] - x 1 [k] ! O (D mr 1),
*
h (93)
xt n [k] - x n [k] ! O (D mr n),
for any m r i $ mu i, i = 1, f, n, then after a fixed (continuous)
time T, that is after N = 6T/D@ steps,
Z vary with D ). An illustration of this principle is given in the
] xt 1 [k + N] - x 1 [k + N] ! O (D u ),
m1
[ h (94)
] xt n [k + N] - x n [k + N] ! O (D umn) .
\ where it is shown that the discrete-time Kalman filter con-
The key difference between local and global errors is
that, in the case of global errors, the number of steps is a
function of the sampling time D. As D decreases, the
number of iteration steps, N, where the error bound is mea-
sured, increases since T remains fixed. In the case of local
errors, the error bound is always measured after a fixed
number of steps.
The next result captures the error properties of the non-
linear TTS model.
Fact 6 [25]
Assume that the continuous-time nonlinear model (72)–
(73) has uniform relative degree r # n in the open subset
M 1 R n, and, thus, the system can be expressed in the
normal form (74)–(77). Then, the approximate TTS model
(84)–(86) has
1) local vector fixed-step truncation error of order
(D r +1, D r, f, D 2, D 2)
2) global vector fixed-time truncation error of order
(D, f, D) .
 4
The fact that the output has a local vector truncation error
of order D r +1 is particularly significant. Recall that an r th-
order integrator has response of order D r /r r at ~ = r/D.
Hence, it seems heuristically reasonable that a model should
be required whose output errors are at least of order D r +1, if
it is desired that the relative errors go to zero as D " 0 . This
idea is captured by the TTS approximate model.
Are Deterministic Sampling
Zeros Important?
Whether deterministic sampling zeros are important
depends on how the sampled-data model is used. Two pos-
sible scenarios (amongst many) are considered below.
Design Bandwidth Small Relative
to Sampling Frequency
Consider the situation where the goal is to achieve a fixed
(continuous) response time or, equivalently, a “design band-
width” independent of D. Select the sampling period so the
Nyquist frequency (r/D) is well above the chosen design
bandwidth. In this case, the sampling zeros play a diminish-
ing role as the sampling frequency increases. Specifically,
provided the sampling frequency is greater (e.g., by an order
of magnitude) than the design bandwidth, then it usually
suffices to use the derivative replacement model obtained by
means of Euler integration and to ignore the artifacts of sam-
pling (including the sampling-zero dynamics). This princi-
ple underlies the observation that discrete-time designs
typically converge to the underlying continuous-time design
as D " 0 (with the caveat that the design bandwidth does not
section “Connecting Sampled-Data Models to the Underly-
ing Continuous-Time Model Using Incremental Models,”
verges to the continuous-time Kalman filter as D " 0 .
Design Bandwidth Comparable
to the Sampling Frequency
Next consider the situation where the desired response
time is comparable to the sampling period. Then, the
“design bandwidth” is comparable to the Nyquist fre-
quency (r/D) . In this case, a high-fidelity model is needed
that also captures the sampling-zero dynamics. An illustra-
tion of this idea is given below.
Example 2
Consider the third-order continuous-time system
G (s) = 1 . (95)
(s - 1) 3
OCTOBER 2013  «  IEEE CONTROL SYSTEMS MAGAZINE  45
The corresponding state-space model in normal form is
Z A key concept underpinning continuous-time stochastic
0 1 0 0
] xo (t) = >0 0 1H x (t) + >0H u (t),
] signals is that of a wide-sense continuous-time stationary pro-
[ (96)
] 1 -3 3 1
z (t) = 61 0 0@ x (t) .
] v (t) ([27]–[29]), which is a signal with the properties
\ 1) v (t) has zero mean, that is, E " v (t) , = 0, for all t
This system is unstable and has relative degree three.
The sampling period is taken to be D = 0.01. The exact
sampled-data model for the system, assuming a ZOH
input, can be readily obtained as
1.6792 # 10 -7 (z + 3.76) (z + 0.27)
G q (z ) = . (97)
(z - 1.01) 3
The SDR model obtained from (39)–(42) written as a
transfer function is
G SDR (z) = 10 -6 . (98)
q CTWN has infinite variance,
(z - 1.01) 3
The TTS approximate model obtained by using (62)–(65)
has the transfer function
1.6667 # 10 -7 (z + 3.732) (z + 0.2679)
G TTS
q (z) = . (99)
(z - 1.009) (z 2 - 2.021z + 1.021)
The TTS model is extremely close to the true model (97).
Assume that all of the states (that is, the output z and its
first two derivatives) are sampled with period D = 0.01. Sam-
pling these variables is reasonable since the system has rela-
tive degree three and therefore the output trajectory is smooth.
Now consider designing the state variable feedback using
the different models to place the closed-loop poles at the
origin (in the shift domain). Note that allocating the discrete-
time, closed-loop poles to the origin means that the desired
response time is comparable to the sampling period.
For the SDR model obtained by using (39)–(42) on the
system (96), the state-feedback gain is
K SDR
d = 10 6 61.000001 0.029997 0.000303@ . (100)
For the TTS model obtained by using (62)–(65) on the
system (96), the state feedback gain is
K TTS
d = 10 6 61.00001 0.019997 0.0001863@ . (101)
When applied to the true plant, it is seen that K TTS
d gives
excellent results, and the closed-loop poles are located at
{- 0.2931, 0.1270 ! j 0.1512} . However, when using K SDR d ,
the state-feedback strategy fails to stabilize the true system.
In fact, the closed-loop poles are now located at
{- 2.7079, 0.4897 ! j0.1157} . The asymptotic sampling zeros
are important in this case.
Stochastic Systems
The above set of ideas can be extended to stochastic sys-
tems with an important caveat, namely, it is the power
spectral density that folds rather than the signal.
46  IEEE CONTROL SYSTEMS MAGAZINE  »  OCTOBER 2013
Continuous-Time Stochastic Signals
cess. A special instance of such signals is a Wiener process
2) The increments of v (t) are independent, that is,
E {(v (t 1) - v (t 2)) (v (s 1) - v (s 2))} = 0 for all t 1 2 t 2 2
s1 2 s2 $ 0
3) For every s and t, s # t, the increments v (t) - v (s)
have a Gaussian distribution with zero mean and
variance E " (v (t) - v (s)) 2 , = v 2v | t - s |.
This process is not differentiable almost everywhere [28].
However, the continuous-time white noise (CTWN) process,
vo (t), formally defined as the derivative of v (t), is a useful
heuristic device. Note that the third condition implies that
E {dv dv} = E {(v (t + dt) - v (t)) 2} = v 2v dt,
dt " o
E {vo 2} = 3.  (102)
Although CTWN is a mathematical abstraction, it can be
approximated to any desired degree of accuracy by a conven-
tional stochastic processes with broadband spectra [30].
Conversely, broadband noise can often be approximated as
white noise having the same spectral density over the fre-
quency range of interest.
Three alternative interpretations of v 2v are
1) Equation (102) shows that v 2v may be interpreted as
the incremental variance of the Wiener process v (t) .
2) Alternatively, vo (t) can be considered as a generalized
process. Introducing a Dirac delta function to define
the associated autocorrelation structure,
r vo (t - s) = E {vo (t) vo (s)} = v 2v d (t - s) . (103)
3) In the frequency domain, v 2v can be interpreted as
the power spectral density S vo (~) (the Fourier transform
of the autocorrelation) of vo (t) [15]. Indeed, (103)
implies that the power spectral density satisfies
3
S vo (~) = # r vo (x) e -j
~x
dx = v 2v (104)
-3
for ~ ! (- 3, 3) . The power spectral density of vo (t)
is constant for all ~, which corresponds to the usual
heuristic notion of white noise. The power spectral
density is also called the intensity of the continuous-
time white noise.
Sampled Stochastic Signals
Instantaneously sampling a continuous-time signal, } (t),
with sampling period D produces the sequence
} k = } (kD) . (105)
When the continuous-time signal is a wide-sense station-
ary stochastic process, then the autocorrelation r d} [,] of the
sequence {} k} is equal to the continuous-time signal auto- indeed, a broadband noise process), then it is essential that
correlation at the sampling instants, an AAF be used prior to sampling to avoid folding high-fre-
quency noise components back into the range [0, r/D] .
}
r d [,] = E {} k +, } k} Recall that an averaging AAF leads to the sampled output

= E {} (kD + ,D)} (kD)} = r } (,D) . (106) t
} (t ) =
1 # z (t) dt, (113)
D t-D
The power spectral density of the sampled signal is equal to
the DTFT of the sampled autocorrelation function, namely, and at t = kD,

r d [k] e -j~kD, ~ ! 6 -Dr , Dr @ . 

3
S Wd (e j~T) = D / }
(107) 1
kD

k =-3
The next result describes the action of folding and
relates the power spectral density of the sampled sequence
to the power spectral density of the original continuous-
time process.
Fact 7 [15]
Consider a continuous-time stochastic process } (t), with
spectrum given by S } (~), together with its sequence of
samples } k = } (kD), having discrete-time spectrum given
by (107). Then
S } ^~ + 2Dr , h . (108)
3
S Wd (e j~T) = /
, =-3
 4
This expression illustrates the folding process induced
by sampling. Note that here it is the power spectral density
that folds.
Stochastic-Linear Sampled-Data Systems
Stochastic-linear system models can be obtained by pass-
ing “white noise” through a continuous-time linear system.
A suitable continuous-time model is
dx (t) = Ax (t) dt + dw (t), (109)
z (t) dt = dy (t) = Cx (t) dt + dv (t), (110)
where dw (t), dv (t) are two independent vector Wiener pro-
cesses having incremental covariance Qdt and Rdt, respec-
tively (see [28] and [31]).
Equations (109)–(110) can be transformed by formal dif-
ferentiation to a more familiar form
}k = # dy = D1 [y k - y k - 1] . (114)
D (k - 1) D
An interesting property of the averaging AAF is the trans-
formation of continuous-time white noise having constant
power spectral density R into discrete-time white noise (after
sampling) having constant power spectral density R [15].
Returning to the model (109), (110) [or formally (111)–
(112)], an exact discrete-time model can be obtained by inte-
grating the continuous-time model to obtain a sampled-
data model having the same second-order statistics at the
sampling instants. The resulting discrete-time model when
an averaging AAF is used takes the form [31], [32]
xlk +1 = A q xlk + wlk, (115)
} k = C q xlk + vlk, (116)
where k ! Z is the discrete-time index, {xlk} ! R n is the state
of the discrete-time system, and {} k} ! R p is the output.
The discrete-time system matrices are A q ! R n # n and
C q ! R p # n . The process noise wlk ! R n and the output mea-
surement noise vlk ! R p are white with zero mean and have
joint covariance matrix
R q = E '; E; E 1 = = T G , (117)
wlk wlk T Qq Sq
vlk vlk Sq Rq
where the matrices Q q ! R n # n and R q ! R p # p are positive
semi-definite. The system matrices in (115) and (116) satisfy
A q = e AD, (118)
D
C q = 1 C # e Ax dx = 1 C A -1 (e AD - I), (119)
D 0 D

dx = Ax (t) + ~ (t), (111) and R q in (117) is given by

dt o
dy I 0 D I 0
R q = >0 1 H # eA
r x ;Q 0 E e Ar T x dx > 1 H , (120)
z (t) = = Cx (t) + vo (t), (112)
dt
0 R 0
D 0 D
where ~o , vo are “white noise” processes with constant where
power spectral density R and Q, respectively. Note the R Ax V
S De 0W
r = ;C 0E & e rAx = SSC # e Av dv I WW . (121)
link between (112) and (11). A 0
A
In the event that the output is corrupted by a “white S 0 W
noise” process, it makes no sense to sample the output. The T X
reason is that folding of the output noise power spectral den- It is important to note that the presence of the AAF cor-
sity leads to discrete-time noise having infinite variance. relates measurement and process noise in the sampled-
Hence, if the output contains a white noise process (or, data model [see (117)].

OCTOBER 2013  «  IEEE CONTROL SYSTEMS MAGAZINE  47

Stochastic Sampling Zeros
As for the deterministic case, sampling produces folding,
and this leads to, among other things, stochastic sampling
zeros. The ideas are captured by examining the respective
power spectral density.
Consider the case when no white noise appears directly on
the output z = yo . This case occurs, for example, when a finite-
dimensional linear low-pass AAF is used. Begin with the model
dx (t) = Ax (t) dt + dw, (122)
z (t) = Cx (t), (123)
where dw has incremental covariance Qdt with Q = B T B
and z (t) is taken to be a scalar.
Then, the power spectral density S z (~) of z (t) can be
written as
S z (~) = C (j~I - A) -1 Q (- j~I - A) -T C T . (124)
By continuous-time spectral factorization, this spectrum
can be expressed as
S z (~) = |H ( j~)|2 v 2 . (125)
Hence, a simpler single-input model is obtained,
dx (t) = Ax (t) dt + Bdn, (126)
z (t) = Cx (t), (127)
where H (s) = C (sI - A) -1 B and dn is a scalar Wiener pro-
cess with incremental variance v 2 dt. In the sequel, it is
assumed that H (s) has a relative degree r.
The corresponding sampled-data model in the form
of (115) is
r k, (128)
xlk +1 = A q xlk + w
z k = Cxlk, (129)
where {w
r k} is a vector white process having full rank covariance
D pling zeros than the relative degree of the folded func-
Xq = v2 # T
e Ah BB T e A h dh. (130)
0 »» Stochastic case with instantaneous sampling: There are
Note that, although (126) has a single noise input, (128)
has a vector noise input.
Discrete-time spectral factorization can be used to
obtain a discrete-time model having a scalar discrete-time
white noise input
S d (e j~D) = C (e j~D I - A q) -1 X q (e -j~D I - A qT) -1 C T,
z

= |H q (e j~D)|2 v d2,
where H q generically has relative degree one. Hence, as for
the deterministic case, the discrete-time spectrum contains
extra stochastic sampling zeros [33]. To explain this process,
as in the deterministic case, it is convenient to begin by con-
sidering a simple continuous-time spectrum of the form
48  IEEE CONTROL SYSTEMS MAGAZINE  »  OCTOBER 2013
S z (s) = 12r , s = j~. (132)
s
Fact 8 [33]
When the continuous-time spectrum is given by
S z (s) = 1/s 2r , where r is an arbitrary positive integer,
then the corresponding discrete-time spectrum is
D 2r B 2r -1 (z)
S d (e j~D) = , z = e j~D . (133)
z
(2r - 1) ! (z - 1) 2r
 4
Note the connection between the deterministic and sto-
chastic sampling zeros.
Equation (133) applies to the simple integrator model
(132). It is also straightforward, as in the deterministic case,
to extend the idea of stochastic sampling zeros to more
general spectra having relative degree 2r. Also, approxi-
mate sampled-data models can be obtained for stochastic
linear systems by applying analogous ideas to those dis-
cussed for the deterministic case in the section “Approxi-
mate Deterministic Discrete-Time Models.” In particular,
these methods append the sampling zeros as in (133) to an
Euler-type model.
Exactly the same mechanism applies to both the deter-
ministic and stochastic cases, namely, sampling zeros are a
consequence of folding. To elucidate the equivalence
between deterministic and stochastic cases, it is important
that the effect of the hold (in the deterministic case) and the
AAF (in the stochastic case) be considered. For example, in
the deterministic case, a ZOH on the input adds an extra
integrator in the folded function. Similarly, in the stochastic
case, an averaging AAF adds an extra integrator to the
folded function. The various connections are summarized
in Table 1.
In Table 1, u k and vo (t) denote a discrete deterministic
input and continuous-time white noise input, respectively.
From Table 1, the following can be seen:
»» Deterministic case with ZOH: There are two fewer sam-
tion (the plant transfer function plus ZOH in this case).
two fewer sampling zeros than the relative degree of
the folded function (the continuous-time power spec-
tral density in this case).
»» Stochastic case with averaging AAF: There are two
fewer sampling zeros than the relative degree of the
folded function (the continuous-time power spectral
density of the output prior to the sampler when an
(131) averaging AAF is deployed).
Finally, note that the deterministic sampling zeros are
the same as the stochastic sampling zeros that appear in
the discrete-time power spectral density. Of course, when
the discrete-time power spectral density is spectrally fac-
tored to obtain a discrete-time model, then the sampling
zeros can be factored into those inside and outside the unit
disc, and a unique model is obtained by using, for example,
the zeros inside the unit disc.
As an illustration, consider a deterministic continuous-
time system of relative degree three, then with ZOH, the
folded function has relative degree four, and hence there
are two asymptotic sampling zeros.
Similarly, consider a continuous-time stochastic model
having relative degree two; then the continuous-time power
spectral density has relative degree four. With instantaneous
sampling, the discrete-time power spectral density has two
asymptotic sampling zeros since the folded function has rela-
tive degree four. The corresponding discrete-time spectral
factor has one sampling zero. On the other hand, if an averag-
ing AAF is used, then the folded function has relative degree
six, and hence the discrete-time power spectral density has
four asymptotic sampling zeros. The corresponding discrete-
time spectral factor has two asymptotic sampling zeros.
Approximate Sampled-data Models
for Stochastic Linear Systems
It is possible to build approximate models for stochastic
systems, similar to the deterministic case. Three approaches
are outlined below.
Euler Integration
Consider again the system (126)–(127). When the output is
instantaneously sampled (note that there is no “white
noise” directly contaminating the output), the approximate
discrete-time Euler model is
(x Ek ) + - x Ek
= Ax Ek + B~ Ek , (134)
D cases where the inclusion of stochastic sampling zeros is
E E
} k = Cx k , (135)
where ~ E is a discrete-time white noise process of spectral
density v 2 . (Euler integration is called Euler-Maruyama
integration in the stochastic case [30].)
Attaching the Asymptotic Sampling-Zero Dynamics
to an Euler-Maruyama Model
It is straightforward to add asymptotic stochastic sam-
pling zero dynamics to the Euler-Maruyama approximate
model. The details are the same as for the deterministic
case [34], [35].
Truncated Taylor Series
The continuous-time model (126)–(127) can also be converted
to normal form and then successive high-order integration
can be used while moving up the chain of integrators [34]. It
can then be shown, after some further technicalities, that
this procedure automatically leads to the required (asymp-
totic) stochastic sampling-zero dynamics [34].
Nonlinear Stochastic
Sampling-zero dynamics
As might be anticipated, in the case of nonlinear continu-
ous-time stochastic models, sampling also leads to addi-
tional zero dynamics. The development is more technically
involved due to issues associated with solving nonlinear
stochastic differential equations [30]. Nonetheless, the
same general principles apply, that is, sampled-data models
for continuous-time stochastic nonlinear systems have
extra zero dynamics that can be asymptotically ^as D " 0)
characterized. Moreover, the sampling-zero dynamics turn
out to be identical to those of linear stochastic systems of
the same continuous-time relative degree.
Are Stochastic Sampling Zeros Useful?
Not surprisingly, based on the deterministic case, there are
crucial. Whether or not stochastic sampling zeros are
important depends on the relationship between the “design
bandwidth” and the Nyquist frequency ( r/D). Provided
the design bandwidth is small relative to the sampling
frequency, then it often suffices to ignore the artifacts of

Table 1 Relative degree of deterministic plants and spectrum of stochastic signals and the corresponding relative degree of
discrete-time systems and spectra. F (s) represents an averaging antialiasing filter and ) denotes convolution.

Deterministic Case Relative degree of G ^s h Relative degree of folded Number of sampling zeros
function (ZOH ) G (s))
uk }(t) D }k
ZOH G(s) r r +1 r -1

Stochastic Case Relative degree of G ^s h }

Relative degree of S (s) Number of sampling zeros
}
v(t)
o }(t) D }k in S d (z)
G(s) r 2r - 2
2r

Stochastic Case Relative degree of G ^s h }

Relative degree of S (s) Number of sampling zeros
}
}(t) D }k of S d (z)
v(t)
o
G(s) F(s) r 2r + 2 2r

OCTOBER 2013  «  IEEE CONTROL SYSTEMS MAGAZINE  49

sampling. However, if the design bandwidth is comparable
to the Nyquist frequency, then more care is needed.
To illustrate, consider the continuous-time stochastic
system having relative degree two,
d2 z dz
+ a1 + a 0 z = do , (136)
dt 2 dt dt
where do/dt is a continuous-time “white noise” process.
The corresponding continuous-time power spectral den-
sity has relative degree four.
An approximate discrete-time model obtained by Euler-
Maruyama integration is
c m z + al1 c m z + al0 z - ~l , (137)
q -1 2 q -1
D D
where ~l is discrete-time white noise and q is the forward
shift operator qx = x + . If (137) were valid, then al1 and al0
could be estimated by ordinary least squares [36]. More-
over, it would be reasonable to expect that the estimates of
al1 and al0 would tend to a 1 and a 0 as D tends to zero. Alas,
this conclusion is not true [36]. Instead, the estimate of al1
tends to 2/3 of a 1 . The problem is that least squares uses
the full bandwidth of data from dc to the Nyquist fre-
quency. Hence, the approximate model (137) is inadequate
since it does not contain the appropriate sampling zeros. A
more accurate sampled-data model can be obtained by
appending the asymptotic sampling zeros, leading to
c m z + am1 c m z + am0 z - E (q) ~l , (138)
q -1 2 q -1
D D
where E (q) represents the spectral factor of the appropriate
discrete-time stochastic zero dynamics for a continuous-
time stochastic system having power spectral density of rel-
ative degree four. There are two asymptotic sampling zeros
in the discrete power spectral density. Thus, the appropriate
filter E (q) is E (q) = q + 2 - 3 , which is the stable spectral
factor of z + 4 + z -1 . This observation motivates the use of
filtered ordinary least squares to estimate am1 and am0, where
the filter is 1/E (q) . The associated least-squares estimates
can then be shown to converge to a 1 and a 0 as D tends to
zero. It is clear that sampling zeros are crucial in this prob-
lem. Further discussion can be found in [36]–[38].
It is also shown in [37]–[39] that robust system identifica-
tion methods can be developed that use frequency domain
data from a restricted frequency range. These methods are
insensitive to the effect of sampling zeros. The reason is that
sampling-zero dynamics mainly impact the system frequency
response in the vicinity of the Nyquist frequency. Hence, lim-
iting the frequency range of the data can be thought of as an
estimation equivalent of restricting the “design bandwidth.”
Robustness Issues
The precise location of sampling zeros depends on the
behavior of the system above the Nyquist frequency. When
50  IEEE CONTROL SYSTEMS MAGAZINE  »  OCTOBER 2013
this behavior is well approximated by 1/s r, then the use of
the asymptotic sampling-zero dynamics B r +1 (z) is appro-
priate. However, the use of these zeros is not robust with
respect to the presence of unmodeled dynamics above the
sampling frequency, such as unmodeled poles or zeros or
broadband noise modeled as continuous-time white noise.
In the presence of under-modeling in the continuous-time
model above the Nyquist frequency, then an appropriate
model can be obtained by either
1) using discrete-time system identification techniques
to estimate the true sampling-zero dynamics that
apply
2) ignoring the sampling zeros and employing an Euler-
Maruyama model. However, an important caveat is that
the model will then be valid only up to about one-tenth
of the sampling frequency since, above that frequency,
the impact of sampling zeros becomes important.
Connecting Sampled-data Models
to the Underlying Continuous-Time
Model using Incremental Models
It is traditional that discrete-time models are described
using the shift operator q and the Z-transform [16], [17],
[40], [41]. Indeed, all of the developments in this article up
to this point have adopted this paradigm. However, this
choice leads to a disconnect between the continuous- and
discrete-time cases [42]. The reason is that continuous-time
models describe the derivative (or incremental change in
the state) [see (10), (11), (109), and (110)]. On the other hand,
discrete-time models, when expressed in terms of the shift
operator, describe the next state (rather than the change in
state) [see (39), (40), (115), and (116)]. This difference leads to
anomalies when attempting to connect discrete- and con-
tinuous-time models.
For example, it can be seen from (17) that
lim A q = I and lim B q = 0 (139)
D"0 D"0
holds for all linear systems. Thus, information about the
underlying continuous-time system is potentially lost as
D " 0.
An equivalent model is obtained by rearranging the
model to describe the change in the state between samples.
Moreover, it is helpful to simultaneously make the sample
period D explicit. The exact model (15) then becomes
dx +: = x k +1 - x k = A i x k D + B i u k D, (140)
where A i and B i are simple functions of A q and B q,
A i = 1 (A q - I) and B i = 1 B q . (141)
D D
The model (140) is called an incremental model.
 A feature of (140) is that the model has the same struc- variance of the measurement noise tends to 3 as D " 0 (see
ture as the incremental continuous-time model (12). More [44]). These observations are important when specifying
importantly, taking the limit as the sampling period tends the noise variances in discrete-time stochastic models
to zero, in (141) yields the intuitively pleasing result when fast sampling rates are used. Otherwise, anomalous
results are likely to occur in the modeling process [44].
D"0 D"0
Ai A and B i B, (142) The above anomalies are resolved if the discrete-time
stochastic model (115)–(121) is expressed in the equivalent
where A and B are the corresponding continuous-time incremental form (again, by describing the change in the
matrices. The above result is a by-product of the use of the variables over a sampling interval and making the sample
incremental model (140). Importantly, use of the incremental period explicit)
model emphasizes the connections between continuous-
time models and their discrete-time counterparts rather dx +k = xlk +1 - xlk = A i xlk D + w r k, (145)
than the differences. d y +k = y k - y k -1 = C i xlk D + vr k, (146)
It is also possible to divide both sides of (140) by D. This
operation leads to the discrete-time delta operator [8], [42] where
model defined as
E '; E; E 1 = R i D d K (,) . (147)
wuk w u k -, T
q-1
dx k : = 1 dx k+ = 1 (x k + 1 - x k) = xk = Ai xk + Bi uk . vu k vu k -,
D D D
(143)
Note the resemblance between (145), (146) and (109), (110),
The associated complex variable used in the transforms is respectively. Now,
c [8], [15]. The connections between q, d, z and c are
A i = 1 (A q - I) = A + 12 A 2 D + g
D"0
q -1 A, (148)
d= , c = z - 1 . (144) D
; E . (149)
D D D"0 Q 0
Ri
0 R
Use of the d -operator makes the sampling period D
explicit and is important in showing how discrete-time To illustrate the application of these ideas to an impor-
results revert back to their continuous-time counterparts tant problem in system theory, consider the incremental
when D tends to zero. form of the discrete-time Kalman filter [45]. The filter can
It is important to note that d -operator models (or be expressed as
equivalently, incremental models) have no explicit con-
nection to models based on Euler integration. Indeed, the dxt k+ = A i xt k D + K i, k (dy k+ - C i xt k D), (150)
use of the d -operator is a way of reparameterizing any
discrete-time model by means of the substitution where the filter gain is given by
q = dD + 1 or d = (q - 1) /D. In this context, it is important
to note that any shift-domain model can be converted to d K i, k = [(I + A i D) Pk C iT + S i] [DC i Pk C iT + R i] -1 . (151)
form and vice-versa. The substitution q = Dd + 1 does not
change the accuracy of the model. The substitution does The state covariance Pk satisfies the incremental form of the
have the advantage of highlighting the link between dis- Riccati equation,
crete- and continuous-time domains. When solving an
incremental model, the appropriate methodology is to
dP k+ = Pk +1 - Pk (152)
first calculate the increment [for example, the right-hand
= D [Pk A Ti + A i Pk - Pk C Ti
side of (143)] and then to add this result to the current
# (DC i Pk C Ti + R i) -1 C i Pk + Q i] + c (D), (153)
value of the variable. The procedure is similar to delta
modulation as used in communications (see [43, pp. 560]). where c (D) is a correction term given by
The change in operator has the advantage of improved
2 T
numerical properties [6], [8]. This observation parallels c (D) = D A i Pk A i
analogous results in communications where it is often - D A i Pk C Ti (DC i Pk C Ti + R i) -1 C i Pk
2

possible to use 1 bit per sample (in delta modulation) pro- - D 2 Pk C Ti (DC i Pk C Ti + R i) -1 C i Pk A Ti
vided high sampling rates are utilized.
- D 3 A i Pk C Ti (DC i Pk C Ti + R i) -1 C i Pk A Ti
Consider again the discrete-time stochastic model given 
- DS i (DC i Pk C Ti + R i) -1
in (115) and (116). This model has several conceptual prob-
lems as D " 0. For example, as in (139) A q " I as D " 0. # (C i Pk (I + DA i) T + S Ti )
Another example in the stochastic case is that the variance - D ((I + DA i) Pk C Ti + S Ti )
of the discrete-time process noise tends to zero and the # (DC i Pk C Ti + R i) -1 S Ti . (154)

OCTOBER 2013  «  IEEE CONTROL SYSTEMS MAGAZINE  51

In this incremental form of the discrete-time Kalman filter, the
corresponding continuous-time filter is obtained by setting D
equal to zero. Moreover, the incremental form of the Kalman
filter has improved numerical properties [45] relative to the
usual shift-operator form. Indeed, it is generally true that
incremental models and algorithms exhibit improved numer-
ical properties at fast sampling rates. For example, a numeri-
cally robust discrete-time stability test is described in [6].
Sampling Zeros Revisited
It is interesting to note that, in the shift-operator domain,
the intrinsic poles and zeros of the sampled-data model
all converge to the point (1 + 0j) in the complex plane
[see (142)], while the sampling zeros (which are artifacts
of folding) converge to fixed locations (for example,
-1 + 0j for deterministic relative degree two). On the
other hand, in the incremental domain, the intrinsic
poles and zeros all converge to the continuous-time
poles and zeros while the sampling zeros converge to
locations that depend upon D. Moreover as D " 0, the
sampling zeros (in the incremental domain) converge to
-3 where they re-emerge as the continuous-time rela-
tive degree. The incremental form reinforces the connec-
tion between continuous- and discrete-time models.
Indeed, the incremental form of the sampling-zero poly-
nomial B r (z) is p r (Dc) where
R r -1 V
S1 D g D W University of Newcastle, Australia. He holds honorary doctor-
S 2! r ! W
S D r -2
W ates from the Lund Institute of Technology, Sweden, and the
p r (Dc) = det S-c 1 g (r - 1) ! W (155)
S h j j h W
SS WW
0 g -c 1 IEEE Control Systems Society 1999 Hendrik Bode Lecture
T X
B r (1 + Dc)
= , (156)
r!
where B r ($) is the Euler-Frobenius polynomial defined in
(28). The description of the asymptotic sampling zero
dynamic polynomial as in (155) emphasizes that the sam-
pling zeros, in the incremental domain, depend upon the
sample period.
As an example, consider again the deterministic contin-
uous-time system (25) and the exact discrete-time model
(26). There seems to be little connection between these two
models. However, making the substitution q = (1 + Dd)
leads to the equivalent sampled-data model expressed in
terms of the d operator,
G i (d) = G q (1 + Dd)
5.882 (0.005d + 1) (d + 4.88)  (157)
= .
(d + 1.98) (d + 2.96) (d + 3.92)
This equation closely resembles (25) except for the extra
term (0.005d + 1) . Thus, the discrete-time model (157)
reflects the underlying continuous-time model, which is
not true of the earlier shift operator representation. The ori-
gins of the extra term, (0.005d + 1), are, as discussed earlier,
the sampling-zero dynamics.
52  IEEE CONTROL SYSTEMS MAGAZINE  »  OCTOBER 2013
Conclusions
This article has provided a tutorial overview of sampled-data
models for linear and nonlinear systems. The ideas are moti-
vated, in part, by advances in computing that allow high
sampling rates to be used. Under these conditions, traditional
approaches to the modeling and analysis of sampled-data
systems have deficiencies. It has been shown that these diffi-
culties can be resolved by working with incremental models.
The results presented here emphasize the connections
between continuous- and discrete-time cases rather than the
differences. Also, for nonlinear systems, approximate models
have been developed that have important advantages over
the commonly used Euler models. These results and the asso-
ciated analysis provide a seamless connection between con-
tinuous- and discrete-time systems. The ideas outlined in
this article are explained in greater detail in the book [46].
Acknowledgment
The authors are thankful for partial support from ARC-
Australia and CONICYT-Chile through grants ACT-053
and FONDECYT 1130861.
Author Information
Graham C. Goodwin (Graham.Goodwin@newcastle.edu.au)
obtained the B.Sc. (physics), B.E. (electrical engineering), and
Ph.D. degrees from the University of New South Wales. He is
currently Professor Laureate of Electrical Engineering at the
Technion, Israel. He is the coauthor of nine books, four edited
books, and many technical papers. He is the recipient of the
Prize, a best paper award by IEEE Transactions on Automatic
Control, a best paper award by the Asian Journal of Control,
and two best control engineering textbook awards from the
International Federation of Automatic Control (IFAC) in 1984
and 2005. In 2008 he received the IFAC Quazza Medal, and in
2010 he received the IEEE Control Systems Award. He is a Fel-
low of the IEEE; IFAC; the Australian Academy of Science; the
Australian Academy of Technology, Science and Engineering;
and the Royal Society, London. He is an honorary fellow of
the Institute of Engineers, Australia, a member of the Interna-
tional Statistical Institute, and a foreign member of the Royal
Swedish Academy of Sciences. He can be contacted at the
School of Electrical Engineering and Computer Science, The
University of Newcastle, Callaghan, NSW 2308, Australia.
Juan Carlos Agüero obtained the professional title of
ingeniero civil electrónico and a master of engineering
from the Universidad Técnica Federico Santa María, Chile,
in 2000 and a Ph.D. from the University of Newcastle, Aus-
tralia, in 2006. He gained industrial experience in the cop-
per mining industry at El Teniente, Codelco (1997–1998). He
is currently a research academic at the University of New-
castle. His research interests include system identification,
control, and statistical signal processing.
 Mauricio E. Cea Garrido obtained the professional title
of ingeniero civil electrónico and a master of science of engi-
neering from the Universidad Técnica Federico Santa María,
Chile, in 2008 and received the Best Electronic Engineering
Student Award. He received a Ph.D. from the University of
Newcastle, Australia, where he is currently a research asso-
ciate in the Centre for Complex Dynamic Systems and Con-
trol. His research interests include sampled-data systems
and nonlinear filtering.
Mario E. Salgado received the professional title of ing-
eniero civil electrónico from the Universidad Técnica Fed-
erico Santa María, Chile. He received the degree of M.Sc.
in control systems from Imperial College London and a
Ph.D. in electrical engineering from the University of New-
castle, Australia. He was, until recently, a professor in the
Departamento de ElectrÓnica, UTFSM, where he is now an
associate researcher. His research interests are in the field
of control system design and, in particular, nonsquare mul-
tivariable system control.
Juan I. Yuz received the professional title of ingeniero
civil electrónico and master’s degree in electronic engineer-
ing from Universidad Técnica Federico Santa María, Chile
in 2001, from which he received the Best Electronic Engi-
neering Student Award. He received his Ph.D. in electrical
engineering from The University of Newcastle, Australia, in
2006. He is currently an associate professor in the Departa-
mento de ElectrÓnica, UTFSM. His research interest include
control and identification of sampled-data systems.
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