Frequency domain identification of FIR models in the presence of additive input–output noise
| Autor: | Torsten Söderström, Umberto Soverini |
|---|---|
| Přispěvatelé: | Soverini, Umberto, Söderström, Torsten |
| Jazyk: | angličtina |
| Rok vydání: | 2020 |
| Předmět: |
Input/output
0209 industrial biotechnology 020208 electrical & electronic engineering System identification FIR models Discrete Fourier transform System identification 02 engineering and technology White noise Discrete Fourier transform Noise Identification (information) 020901 industrial engineering & automation Control and Systems Engineering Frequency domain 0202 electrical engineering electronic engineering information engineering Electrical and Electronic Engineering Finite set Algorithm Mathematics |
| Popis: | This paper describes a new approach for identifying FIR models from a finite number of measurements, in the presence of additive and uncorrelated white noise. In particular, two different frequency domain algorithms are proposed. The first algorithm is based on some theoretical results concerning the dynamic Frisch scheme. The second algorithm maps the FIR identification problem into a quadratic eigenvalue problem. Both methods resemble in many aspects some other identification algorithms, originally developed in the time domain. The features of the proposed methods are compared with each other and with those of some time domain algorithms by means of Monte Carlo simulations. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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