Frequency domain identification methods

被引：0
|
作者：
Tomas McKelvey
机构：
[1] Chalmers University of Technology,Department of Signals Systems
来源：
Circuits, Systems and Signal Processing | 2002年 / 21卷
关键词：
Estimation; system identification; linear systems; frequency functions; discrete; Fourier transform; maximum likelihood; least squares; continuous-time systems; discretetime systems;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Methods for estimating linear dynamical models from frequency data are studied, including the properties of frequency domain data generated by the discrete Fourier transform. The stochastic characteristics of the frequency domain data lead to a maximum likelihood (ML) formulation of the frequency domain estimation problem. Both discretetime and continuous time models are discussed. Consistency and variance of the ML estimate are described, and the connection with simpler frequency domain estimation schemes as well as the time domain ML method is pointed out.
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页码：39 / 55
页数：16
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