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Separability of Scalar Random Multisine Signals
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2011 (English)In: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 47, no 9, 1860-1867 p.Article in journal (Refereed) Published
Abstract [en]

Random multisines have successfully been used as input signals in many system identification experiments. In this paper, it is shown that scalar random multisine signals with a flat amplitude spectrum are separable of order one. The separability property means that certain conditional expectations are linear and it implies that random multisines can easily be used to obtain accurate estimates of the linear time-invariant part of a Hammerstein system. Furthermore, higher order separability is investigated.

Place, publisher, year, edition, pages
Elsevier, 2011. Vol. 47, no 9, 1860-1867 p.
Keyword [en]
System identification, Random multisines, Separable processes, Hammerstein systems
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-71078DOI: 10.1016/j.automatica.2011.05.015ISI: 000294877400002OAI: oai:DiVA.org:liu-71078DiVA: diva2:444862
Funder
Swedish Research CouncilVinnova
Available from: 2011-09-30 Created: 2011-09-30 Last updated: 2017-12-08

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Enqvist, Martin

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