Title
Non-parametric estimate of the system function of a time-varying system
Author
Faculty/Department
Faculty of Applied Engineering Sciences
Publication type
article
Publication
Oxford ,
Subject
Engineering sciences. Technology
Source (journal)
Automatica / International Federation of Automatic Control. - Oxford
Volume/pages
48(2012) :4 , p. 666-672
ISSN
0005-1098
ISI
000302766400012
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Abstract
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.
E-info
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