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Time-Domain Identification of Dynamic Errors-in-Variables Systems Using Periodic Excitation Signals
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1998 (English)Report (Other academic)
Abstract [en]

The use of periodic excitation signals in identification experiments is advocated. With periodic excitation it is possible to separate the driving signals and the disturbances, which for instance implies that the noise properties can be independently estimated. In the paper a non-parametric noise model, estimated directly from the measured data, is used in a compensation strategy applicable to both least squares and total least squares estimation. The resulting least squares and total least squares methods are applicable in the errors-in-variables situation and give consistent estimates regardless of the noise. The feasibility of the idea is illustrated in a simulation study.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 1998. , 15 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2044
Keyword [en]
System identification, Least squares estimation, Errors-in-variables, Cybernetik och informationsteori
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55651ISRN: LiTH-ISY-R-2044OAI: oai:DiVA.org:liu-55651DiVA: diva2:316423
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-09Bibliographically approved

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Time-Domain Identification of Dynamic Errors-in-Variables Systems Using Periodic Excitation Signals(202 kB)46 downloads
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Gustafsson, Fredrik

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Automatic ControlThe Institute of Technology
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CiteExportLink to record
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Citation style
  • apa
  • harvard1
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  • Other style
More styles
Language
  • de-DE
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  • en-US
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  • nn-NB
  • sv-SE
  • Other locale
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Output format
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