Estimating Nonlinear Systems in a Neighborhood of LTI-approximants
2002 (English)In: Proceedings of the 41st IEEE Conference on Decision and Control, 2002, 1005-1010 vol.1 p.Conference paper (Refereed)
The estimation of Linear Time Invariant (LTI) models is a standard procedure in system identification. Any real-life system will however be nonlinear and time-varying, and the estimated model will converge to the LTI second order equivalent (LTI-SOE) of the true system. In this paper we consider some aspects of this convergence and the distance between the true system and its LTI-SOE. We show that there may be cases where even the slightest nonlinearity may cause big differences in the LTI-SOE. We also show a result that gives conditions that guarantee that the LTI-SOE is close to "the natural" LTI approximant. Finally, an upper bound on the distance between the LTI-SOE of a nonlinear FIR system with a white input signal and the linear part of the system is derived.
Place, publisher, year, edition, pages
2002. 1005-1010 vol.1 p.
System identification, Nonlinear systems, Linear time invariant
Engineering and Technology Control Engineering
IdentifiersURN: urn:nbn:se:liu:diva-31704DOI: 10.1109/CDC.2002.1184641Local ID: 17522ISBN: 0-7803-7516-5OAI: oai:DiVA.org:liu-31704DiVA: diva2:252527
41st IEEE Conference on Decision and Control, Las Vegas, NV, USA, December, 2002
FunderSwedish Research Council