STEPPED SINE SYSTEM-IDENTIFICATION, ERRORS-IN-VARIABLES AND THE QUOTIENT SINGULAR VALUE DECOMPOSITION

被引：13

作者：

SWEVERS, J

DEMOOR, B

VANBRUSSEL, H

机构：

[1] Katholieke Universiteit Leuven, Division of Production Engineering, Machine Design and Automation (PMA), B-3001 Leuven Heverlee

来源：

MECHANICAL SYSTEMS AND SIGNAL PROCESSING | 1992年 / 6卷 / 02期

关键词：

D O I：

10.1016/0888-3270(92)90060-V

中图分类号：

TH [机械、仪表工业];

学科分类号：

0802 ;

摘要：

We develop a parameter estimation algorithm for the stepped sine identification of the transfer function of a linear system when all measurements are corrupted by noise. It consists of three steps: (1) An overdetermined set of linear equations containing stepped-sine measurements is solved in a linear least squares sense. (2) The resulting error covariance matrix is used to construct the noise covariance matrix for a second set of linear equations. (3) This second set of equations, in which all data are noisy, is solved using the quotient singular value decomposition, which is a generalisation of the singular value decomposition. Simulation results show that this new method remains accurate even at extremely bad signal-to-noise ratios. It is also possible to take into account offset and drift of the measurement sensors. Finally, all algorithmic steps involved led themselves to recursive updating. © 1992.

引用

页码：121 / 134

页数：14

共 13 条

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