Non-parametric estimate of the system function of a time-varying system

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• 作者：John Lataire¹ ; ^{jlataire@vub.ac.be}  ; [Author Vitae] ; Rik Pintelon ^{Rik.Pintelon@vub.ac.be}  ; [Author Vitae] ; Ebrahim Louarroudi ^{elouarro@vub.ac.be}  ; [Author Vitae]
• 关键词：Time-varying system ; Non-parametric estimate ; Frequency response function ; Model error estimation
• 刊名：Automatica
• 出版年：2012
• 期刊代码：13_00051098
• 类别：cp
• 出版时间：April, 2012
• 卷：48
• 期：4
• 页码：666-672
• 文件大小：530 K

摘要

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.