DocumentCode :
2156780
Title :
Frequency localising basis functions for wide-band system identification: A condition number bound for Output Error systems
Author :
Welsh, James S. ; Rojas, Cristian R.
Author_Institution :
Sch. of Electr. Eng. & Comput. Sci., Univ. of Newcastle, Newcastle, NSW, Australia
fYear :
2007
fDate :
2-5 July 2007
Firstpage :
4618
Lastpage :
4624
Abstract :
Identifying the parameters of a system possessing a large dynamic range presents a number of difficulties for a least squares type algorithm. Foremost, is that of obtaining reliable parameter estimates from a poor or ill-conditioned least squares formulation. In this paper we examine properties of a technique that utilises frequency localising basis functions to ensure that ill-conditioning is reduced when solving for the parameter estimates. Specifically, we obtain a bound on the condition number of the least squares problem which is independent of the frequency range for a particular class of models. We also present an example, utilising real data, which demonstrates the potential of the technique when applied to large dynamic range systems.
Keywords :
least squares approximations; parameter estimation; frequency localising basis functions; large dynamic range systems; least squares type algorithm; output error systems; wide-band system identification; Dynamic range; Estimation; Frequency estimation; Frequency-domain analysis; Least squares approximations; Polynomials; Transfer functions;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Control Conference (ECC), 2007 European
Conference_Location :
Kos
Print_ISBN :
978-3-9524173-8-6
Type :
conf
Filename :
7068398
Link To Document :
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