DocumentCode
1038927
Title
An Iterative Method to Stabilize a Transfer Function in the 
- and 
-Domains
Author
D´haene, Tom ; Pintelon, Rik ; Vandersteen, Gerd
Author_Institution
Dept. Fundamental Electr. & Instrum., Vrije Univ. Brussel, Brussels
Volume
55
Issue
4
fYear
2006
Firstpage
1192
Lastpage
1196
Abstract
Stability of the identified model is crucial in simulations and prediction applications. This paper proposes a two-step procedure that generates guaranteed stable transfer function (matrix) models from noisy data. It consists of an unconstrained optimal noise removal step followed by a stable approximation of the possible unstable estimate. The proposed method is applicable to continuous-time as well as discrete-time and multivariable systems
Keywords
continuous time systems; discrete time systems; iterative methods; multivariable systems; signal denoising; stability; transfer function matrices; continuous-time systems; discrete-time systems; iterative method; matrix models; multivariable systems; noisy data; s-domains; stable approximation; stable transfer function; system identification; unconstrained optimal noise removal step; z-domains; Added delay; Biomedical measurements; Cost function; Delay estimation; Frequency estimation; Iterative methods; Noise generators; Predictive models; Stability; Transfer functions; Constrained optimization; stability; stable models; state space; system identification;
fLanguage
English
Journal_Title
Instrumentation and Measurement, IEEE Transactions on
Publisher
ieee
ISSN
0018-9456
Type
jour
DOI
10.1109/TIM.2006.876567
Filename
1658370
Link To Document