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On Adaptive Smoothing of Empirical Transfer Function Estimates
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.
Arizona State University, USA.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
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1998 (English)Report (Other academic)
Abstract [en]

The determination of the right resolution parameter when estimating frequency functions for linear systems is a trade-off between bias and variance. Traditional approaches, like 'window-closing' employ a global resolution parameter - the window width - that is tuned by ad hoc methods, usually visual inspection of the results. Here we suggest an adaptive method that tunes such parameters by an automatic procedure. A further benefit is that the tuning can be done locally, i.e., different resolutions can be used in different frequency bands. The ideas are based on local polynomial regression and the 'just-in-time'-model concept. The advantages of the method are illustrated in numerical examples.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 1998. , 10 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2036
Keyword [en]
Nonparametric system identification, Smoothing
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55648ISRN: LiTH-ISY-R2036OAI: oai:DiVA.org:liu-55648DiVA: diva2:316427
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-09

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On Adaptive Smoothing of Empirical Transfer Function Estimates(355 kB)56 downloads
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Gustafsson, FredrikLjung, Lennart

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
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  • Other locale
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Output format
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