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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Tugnait, J.K. |
| Copyright Year | 1996 |
| Description | Author affiliation: Dept. of Electr. Eng., Auburn Univ., AL, USA (Tugnait, J.K.) |
| Abstract | Estimation of the parametric input-output (IO) infinite impulse response (IIR) transfer function given time-domain IO data is considered. Some of the desirable properties of any approach to this problem are: unimodality of the performance surface, consistent identification in the sufficient-order case, and stability of the fitted model under undermodeling. Some of the well-known approaches fail to satisfy one or more of these properties. The time-domain equation error method (EEM) yields a unimodal performance surface, biased estimates in colored noise and sufficient-order case, and stable fitted models under undermodeling if the input is autoregressive. In this paper we propose a frequency-domain solution to the least-squares equation error identification problem using the power spectrum and the cross-spectrum of the IO data to estimate the IO parametric transfer function. The proposed approach is shown to yield a unimodal performance surface, consistent identification in colored noise and sufficient-order case, and stable fitted models under undermodeling; for arbitrary stationary inputs so long as they are persistently exciting of sufficiently high order. Asymptotic performance analysis is carried out for both sufficient-order and reduced-order cases. These asymptotic results can then used to derive statistics on the corresponding estimated transfer function. We also investigate an iterative pseudo-maximum likelihood approach and analyse its performance under sufficient-order modeling. Finally a computer simulation example is presented. |
| Starting Page | 2042 |
| Ending Page | 2047 |
| File Size | 600074 |
| Page Count | 6 |
| File Format | |
| ISBN | 0780335902 |
| ISSN | 01912216 |
| DOI | 10.1109/CDC.1996.572885 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 1996-12-13 |
| Publisher Place | Japan |
| Access Restriction | Subscribed |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Stochastic systems Linear systems Spectral analysis Transfer functions Time domain analysis Equations Colored noise Performance analysis Stability Yield estimation |
| Content Type | Text |
| Resource Type | Article |
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