The paper proposes a new frequency domain method for identifying linear dynamic errors-in-variables (EIV) models. The noise-free input is an arbitrary signal, not necessarily periodic and the input and output noises are additive and uncorrelated white processes. The method combines, in a frequency domain context, the characteristics of the Frisch scheme and the properties of the Yule-Walker equations. The features of the method are illustrated by means of numerical examples.

Frequency domain EIV identification combining the Frisch scheme and Yule-Walker equations

SOVERINI, UMBERTO;
2015

Abstract

The paper proposes a new frequency domain method for identifying linear dynamic errors-in-variables (EIV) models. The noise-free input is an arbitrary signal, not necessarily periodic and the input and output noises are additive and uncorrelated white processes. The method combines, in a frequency domain context, the characteristics of the Frisch scheme and the properties of the Yule-Walker equations. The features of the method are illustrated by means of numerical examples.
2015 European Control Conference, ECC 2015
2038
2043
Soverini, Umberto; Soderstrom, Torsten
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11585/548434
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