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Design Variables for Bias Distribution in Transfer Function Estimation
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.
1984 (English)Report (Other academic)
Abstract [en]

Estimation of transfer functions of linear systems is one of the most common system identification problems. Several different design variables, chosen by the user for the identification procedure, affect the properties of the resulting estimate. In this paper it is investigated how the choices of prefilters, noise models, sampling interval and prediction horizon (i.e. the use of k-step ahead prediction methods) influence the estimate. An important aspect is that the true system is not assumed to be exactly represented within the chosen model set. The estimate will thus be biased. It is shown how the distribution of bias in the frequency domain is governed by a weighting function, which emphasizes different frequency bands. The weighting function, in turn, is a result of the previously listed design variables. It is shown, e.g., that the common least squares method has a tendency to emphasize high frequencies, and that this can be counteracted by prefiltering.

Place, publisher, year, edition, pages
Linköping: Linköping University , 1984.
Series
LiTH-ISY-I, ISSN 8765-4321 ; 683
Keyword [en]
Transfer functions, Linear systems, Design variables, System identification
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-104432OAI: oai:DiVA.org:liu-104432DiVA: diva2:697003
Available from: 2014-02-17 Created: 2014-02-17 Last updated: 2014-02-17

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Ljung, Lennart

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