Order estimation for linear time-invariant systems using frequency domain identification methods

Author

Rolain, Y. ; Schoukens, J. ; Pintelon, R.

Author_Institution

Dept. ELEC/TW, Vrije Univ., Brussels, Belgium

Volume

4

fYear

1995

fDate

13-15 Dec 1995

Firstpage

3588

Abstract

A two-step coarse-fine order estimation technique is proposed to determine the order of the numerator and the denominator polynomials of rational transfer function models for single input single output (SISO) linear time-invariant dynamic systems. The coarse order estimation is based on rank detection by verification of the stochastic significance of the singular values of a linearised problem. The fine order estimation is based on a statistical analysis of the maximum likelihood cost function. The method is tested on measurements of low (4 zeros, 6 poles) and high (58 poles, 58 zeros) order systems

Keywords

frequency-domain analysis; identification; maximum likelihood estimation; transfer functions; SISO linear time-invariant dynamic systems; frequency-domain identification methods; linear time-invariant systems; linearised problem singular values; maximum-likelihood cost function; rank detection; rational transfer function models; statistical analysis; two-step coarse-fine order estimation technique; Cost function; Frequency estimation; Maximum likelihood detection; Maximum likelihood estimation; Poles and zeros; Polynomials; Statistical analysis; Stochastic processes; System testing; Transfer functions;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1995., Proceedings of the 34th IEEE Conference on

Conference_Location

New Orleans, LA

ISSN

0191-2216

Print_ISBN

0-7803-2685-7

Type

conf

DOI

10.1109/CDC.1995.479143

Filename

479143