DocumentCode :
3439034
Title :
A least squares approach to direct frequency response estimation
Author :
Hägg, Per ; Hjalmarsson, Håkan ; Wahlberg, Bo
Author_Institution :
Autom. Control Lab., KTH, Stockholm, Sweden
fYear :
2011
fDate :
12-15 Dec. 2011
Firstpage :
2160
Lastpage :
2165
Abstract :
Traditionally, the frequency response function has been estimated directly by dividing the discrete Fourier transforms of the output and the input of the system. This approach suffers from leakage errors and noise sensitivity. Lately these errors have been studied in detail. The main observation is that the error has a smooth frequency characteristic that is highly structured. The recently proposed local polynomial method uses this smoothness, and tries to estimate the frequency response function along with a smooth approximation of the error term. In this paper we propose a method, closely related to the local polynomial method, but instead of using the smoothness of the error we explore the structure even further. The proposed approach to estimate the frequency response function seems promising, as illustrated by simulations and comparison with current state of the art methods.
Keywords :
discrete Fourier transforms; frequency estimation; frequency response; least squares approximations; polynomials; direct frequency response estimation; discrete Fourier transform; error term; leakage errors; least squares approach; local polynomial method; noise sensitivity; smooth approximation; smooth frequency characteristics; Frequency response; Least squares approximation; Mathematical model; Noise; Polynomials; Transient analysis;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control and European Control Conference (CDC-ECC), 2011 50th IEEE Conference on
Conference_Location :
Orlando, FL
ISSN :
0743-1546
Print_ISBN :
978-1-61284-800-6
Electronic_ISBN :
0743-1546
Type :
conf
DOI :
10.1109/CDC.2011.6161098
Filename :
6161098
Link To Document :
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