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On the Estimation of Transfer Functions
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1985 (English)In: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 21, no 6, 677-696 p.Article in journal (Refereed) Published
Abstract [en]

This paper treats the close conceptual relationships between basic approaches to the estimation of transfer functions of linear systems. The classical methods of frequency and spectral analysis are shown to be related to the well-known time domain methods of prediction error type via a common “empirical transfer function estimate”. Asymptotic properties of the estimates obtained by the respective methods are also described and discussed. An important feature that is displayed by this treatment is a frequency domain weighting function that determines the distribution of bias in case the true system cannot be exactly described within the chosen model set. The choice of this weighting function is made in terms of noise models for time-domain methods. The noise model thus has a dual character from the system approximation point of view.

Place, publisher, year, edition, pages
Elsevier, 1985. Vol. 21, no 6, 677-696 p.
Keyword [en]
Identification; transfer functions; parameter estimation, Fourier analysis, Frequency response, Spectral analysis
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-100749DOI: 10.1016/0005-1098(85)90042-1OAI: oai:DiVA.org:liu-100749DiVA: diva2:663407
Available from: 2013-11-11 Created: 2013-11-11 Last updated: 2017-12-06

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Ljung, Lennart

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