DocumentCode :
1513020
Title :
Phasor approach to continuous-time system identification
Author :
Reynolds, Odell R. ; Pachter, M.
Author_Institution :
Dept. of Electr. & Comput. Eng., Air Force Inst. of Technol., Wright-Patterson AFB, OH, USA
Volume :
35
Issue :
2
fYear :
1999
fDate :
4/1/1999 12:00:00 AM
Firstpage :
683
Lastpage :
699
Abstract :
In this work, continuous-time systems are considered, and an innovative system identification approach is applied in the frequency domain, where phasor measurements, as provided by frequency analyzers, are used. This algorithm is obtained through a careful analysis of the physics of the measurement situation, following which the method of minimum variance (MV) estimation is iteratively applied in a linear regression framework. This process renders an efficient pseudominimum variance algorithm that is of linear prediction type and is superior to alternative methods. Thus, it is shown that the parameter estimate is a fixed point of a nonlinear mapping associated with the MV calculation, rather than the solution of an optimization problem. The simulation experiments are carefully performed, and the conditions are fully documented
Keywords :
Bode diagrams; continuous time systems; covariance matrices; frequency response; frequency-domain analysis; linear systems; minimax techniques; nonlinear estimation; parameter estimation; prediction theory; transfer functions; Bode plot; boundedness; continuous-time system identification; correlation compensation; covariance matrix; efficient pseudominimum variance algorithm; fixed point; fixed point theory; frequency analyzers; frequency domain; frequency response; linear prediction type; linear regression framework; measurement noise; minimum variance estimation; model uncertainty; nonlinear estimation; nonlinear mapping; parameter estimate; phasor approach; second-order system; stochastic estimation; system identification approach; transfer function; unknown plant; Force measurement; Frequency domain analysis; Frequency measurement; Iterative algorithms; Noise measurement; Parameter estimation; Stochastic resonance; Stochastic systems; System identification; Transfer functions;
fLanguage :
English
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9251
Type :
jour
DOI :
10.1109/7.766948
Filename :
766948
Link To Document :
بازگشت