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Utilizing Periodic Excitation in Prediction Error Based System Identification
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Vrije Universiteit Brussel, Belgium.
1998 (English)In: Proceedings of the 37th IEEE Conference on Decision and Control, 1998, 3926-3931 vol.4 p.Conference paper (Refereed)
Abstract [en]

The standard prediction error method (PEM) in system identification for estimating output error models is studied. The PEM has recently been proposed to be formulated in the frequency domain, and in this context it has been pointed out that a periodic excitation signal give many advantages. The most immediate is data reduction when using data averaged over the periods, We will here project the main results onto the time domain, and show how to utilize a nonparametric noise model as a pre-filter to increase accuracy and numerical convergence speed in output error modeling. A possible drawback with using only the averaged data is decreased estimation accuracy when the system and noise model have common parameters. A new result is presented that shows how the nonparametric noise model can be used to recover the original accuracy for ARX models.

Place, publisher, year, edition, pages
1998. 3926-3931 vol.4 p.
Keyword [en]
Prediction error method, System identification, Estimation
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-91585DOI: 10.1109/CDC.1998.761843ISBN: 0-7803-4394-8OAI: diva2:624963
37th IEEE Conference on Decision and Control, Tampa, FL, USA, December, 1998
Available from: 2013-06-03 Created: 2013-04-28 Last updated: 2013-06-03

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Gustafsson, Fredrik
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Automatic ControlThe Institute of Technology
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