Generalization of a total least squares problem in frequency domain system identification

Author

Balogh, LásiszIó ; Koliar, I.

Author_Institution

Dept. of Meas. & Inf. Syst., Budapest Univ. of Technol. & Econ., Hungary

Volume

1

fYear

2001

fDate

21-23 May 2001

Firstpage

8

Abstract

A solution to the frequency domain system identification of a linear time-invariant system is investigated. A generalization of the total least squares (TLS) 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

Toeplitz matrices; eigenvalues and eigenfunctions; frequency-domain analysis; least squares approximations; linear systems; parameter estimation; transfer functions; Toeplitz matrix; algorithm generalization; bilinear constraint; eigenvalues; frequency domain system identification; initial value setting; linear time-invariant system; parameter estimation; robot arm; stochastic model; total least squares problem; transfer function; Additive noise; Covariance matrix; Equations; Frequency domain analysis; Frequency measurement; Information systems; Least squares methods; Noise measurement; System identification; Transfer functions;

fLanguage

English

Publisher

ieee

Conference_Titel

Instrumentation and Measurement Technology Conference, 2001. IMTC 2001. Proceedings of the 18th IEEE

Conference_Location

Budapest

ISSN

1091-5281

Print_ISBN

0-7803-6646-8

Type

conf

DOI

10.1109/IMTC.2001.928779

Filename

928779