A decoupled approach for optimal estimation of transfer function parameters from input-output data

Author

Shaw, Arnab K.

Author_Institution

Dept. of Electr. Eng., Wright State Univ., Dayton, OH, USA

Volume

42

Issue

5

fYear

1994

fDate

5/1/1994 12:00:00 AM

Firstpage

1275

Lastpage

1278

Abstract

A theoretical and algorithmic framework is proposed for optimal identification of rational transfer function parameters of discrete-time linear systems from input-output (IO) data. The nonlinear criterion is theoretically decoupled into a purely linear problem for estimating the optimal numerator and a nonlinear problem for the optimal denominator. The proposed decoupled approach has reduced computational requirements when compared with existing algorithms that estimate the parameters simultaneously

Keywords

discrete time systems; identification; linear systems; optimisation; parameter estimation; signal processing; transfer functions; algorithms; decoupled approach; discrete-time linear systems; input-output data; linear problem; nonlinear criterion; nonlinear problem; optimal denominator; optimal estimation; optimal identification; optimal numerator; rational transfer function parameters; signal processing; Control theory; Convolution; Ear; Iterative algorithms; Linear systems; Multidimensional signal processing; Multidimensional systems; Parameter estimation; Signal processing algorithms; Transfer functions;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.295183

Filename

295183