Title :
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
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;
Conference_Titel :
Instrumentation and Measurement Technology Conference, 2001. IMTC 2001. Proceedings of the 18th IEEE
Conference_Location :
Budapest
Print_ISBN :
0-7803-6646-8
DOI :
10.1109/IMTC.2001.928779
