Numerically robust transfer function modeling from noisy frequency domain data

被引：21

作者：

Bultheel, A ^{[1
]}

Van Barel, M

Rolain, Y

Pintelon, R

机构：

[1] Katholieke Univ Leuven, Dept Comp Sci, B-3001 Louvain, Belgium

[2] Vrije Univ Brussels, Dept ELEC, B-1050 Brussels, Belgium

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2005年 / 50卷 / 11期

基金：

美国国家科学基金会;

关键词：

discrete rational approximation; frequency domain identification; maximum likelihood; vector orthogonal polynomials;

D O I：

10.1109/TAC.2005.858651

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Using vector orthogonal polynomials as basis functions for the representation of the rational form of a linear time invariant system, in frequency domain identification problems, it is shown that the notorious numerical ill conditioning of these maximum likelihood problems can be overcome completely. For the identification of high-order (100/100) systems operating over a wide frequency band, or even in the situation of over- or undermodeling, condition numbers less than ten are reported for real measurements.

引用

页码：1835 / 1839

页数：5

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