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Estimating Nonlinear Systems in a Neighborhood of LTI-approximants
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.
2002 (English)Report (Other academic)
Abstract [en]

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
Linköping: Linköping University Electronic Press, 2002. , 11 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2459
Keyword [en]
System identification, Nonlinear systems, Linear time invariant
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55890ISRN: LiTH-ISY-R-2459OAI: oai:DiVA.org:liu-55890DiVA: diva2:316642
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-07-29Bibliographically approved

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Enqvist, MartinLjung, Lennart

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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf