Title :
Generalization of a total least squares problem in frequency-domain system identification
Author :
Balogh, László ; Kollár, István
Author_Institution :
Dept. of Meas. & Inf. Syst., Budapest Univ. of Technol. & Econ., Hungary
fDate :
12/1/2002 12:00:00 AM
Abstract :
In this paper, a solution to the frequency-domain system identification of a linear time-invariant system is investigated. A generalization of the total least squares algorithm is shown and analyzed. Some simulation examples on real measured data are given, in order to illustrate the properties of the new method in practice.
Keywords :
eigenvalues and eigenfunctions; frequency-domain analysis; identification; least squares approximations; TLS; frequency-domain system identification; generalized eigenvalues; initial value setting; linear time-invariant system; total least squares problem; Additive noise; Algorithm design and analysis; Equations; Frequency domain analysis; Frequency measurement; Least squares methods; Noise measurement; Parameter estimation; System identification; Transfer functions;
Journal_Title :
Instrumentation and Measurement, IEEE Transactions on
DOI :
10.1109/TIM.2002.808054
