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The transient impulse response modeling method and the local polynomial method for nonparametric system identification
Vrije Universiteit Brussels.
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification Group)ORCID iD: 0000-0002-9368-3079
Vrije Universiteit Brussels.
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2012 (English)In: 16th IFAC Symposium on System Identification, IFAC , 2012, 55-60 p.Conference paper, Published paper (Refereed)
Abstract [en]

This paper analyzes two recent methods for the nonparametric estimation of the Frequency Response Function (FRF) from input-output data using Prediction Error identification. Such FRF estimate can be the main goal of the identification exercise, or it can be a tool for the computation of a nonparametric estimate of the noise spectrum. We show that the choice of the method depends on the signal to noise ratio and on the objective. The method that delivers the best FRF estimate may not deliver the best estimate of the noise spectrum. Our theoretical analysis is illustrated by simulations.

Place, publisher, year, edition, pages
IFAC , 2012. 55-60 p.
Series
IFAC Proceedings Volumes (IFAC-PapersOnline), ISSN 1474-6670 ; 16
Keyword [en]
Noise spectrum estimation, Nonparametric identification, System identification
National Category
Control Engineering
Research subject
SRA - ICT
Identifiers
URN: urn:nbn:se:kth:diva-74323DOI: 10.3182/20120711-3-BE-2027.00359Scopus ID: 2-s2.0-84867089917ISBN: 978-390282306-9 (print)OAI: oai:DiVA.org:kth-74323DiVA: diva2:489376
Conference
Universite Libre de Bruxelles;Bruxelles; 11 July 2012 through 13 July 2012
Funder
ICT - The Next Generation
Note

QC 20121121

Available from: 2012-02-02 Created: 2012-02-02 Last updated: 2013-04-15Bibliographically approved

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Hjalmarsson, Håkan

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
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More styles
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  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
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Output format
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  • asciidoc
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