Title
|
|
|
|
Non-parametric estimate of the system function of a time-varying system
|
|
Author
|
|
|
|
|
|
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. |
|
|
Language
|
|
|
|
English
|
|
Source (journal)
|
|
|
|
Automatica / International Federation of Automatic Control. - Oxford
|
|
Publication
|
|
|
|
Oxford
:
2012
|
|
ISSN
|
|
|
|
0005-1098
|
|
DOI
|
|
|
|
10.1016/J.AUTOMATICA.2012.01.013
|
|
Volume/pages
|
|
|
|
48
:4
(2012)
, p. 666-672
|
|
ISI
|
|
|
|
000302766400012
|
|
Full text (Publisher's DOI)
|
|
|
|
|
|