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.

Soverini, U., Soderstrom, T. (2015). Frequency domain EIV identification combining the Frisch scheme and Yule-Walker equations. Institute of Electrical and Electronics Engineers Inc. [10.1109/ECC.2015.7330839].

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
2015 European Control Conference, ECC 2015
2038
2043
Soverini, U., Soderstrom, T. (2015). Frequency domain EIV identification combining the Frisch scheme and Yule-Walker equations. Institute of Electrical and Electronics Engineers Inc. [10.1109/ECC.2015.7330839].
Soverini, Umberto; Soderstrom, Torsten
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/548434
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