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Title
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Non-parametric estimate of the system function of a time-varying system
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Author
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Abstract
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| The task of identifying an unknown dynamic system is made easier with prior knowledge on its behaviour. Using a frequency domain approach, the non-parametric maximum likelihood estimator of the system function, associated with the time-dependent impulse response of a time-varying system, is constructed. This is accomplished by the use of a simple linear least squares fitting algorithm, applied to the spectral response of the system to a multisine excitation. The noise variance on the system function is estimated simultaneously, and modelling errors can be detected, as illustrated on a simulation example. (C) 2012 Elsevier Ltd. All rights reserved. |
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Language
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English
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Source (journal)
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Automatica / International Federation of Automatic Control. - Oxford
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Publication
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Oxford
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2012
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ISSN
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0005-1098
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DOI
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10.1016/J.AUTOMATICA.2012.01.013
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Volume/pages
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48
:4
(2012)
, p. 666-672
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ISI
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000302766400012
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Full text (Publisher's DOI)
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