Title :
Order estimation for linear time-invariant systems using frequency domain identification methods
Author :
Rolain, Yves ; Schoukens, Johan ; Pintelon, Rik
Author_Institution :
Dept. ELEC/TW, Vrije Univ., Brussels, Belgium
fDate :
10/1/1997 12:00:00 AM
Abstract :
A two-step coarse-fine order estimation technique is proposed to determine the order of the numerator and the denominator polynomials of rational transfer function models for single-input/single-output (SISO) linear time-invariant systems. The coarse order estimation is based on rank detection by verification of the stochastic significance of the singular values of a linearized problem. The fine order estimation is based on a statistical analysis of the maximum likelihood cost function. The method is tested on measurements of low-(4 zeros, 6 poles) and high- (58 poles, 58 zeros) order systems
Keywords :
frequency-domain analysis; maximum likelihood estimation; polynomials; transfer functions; SISO linear time-invariant systems; coarse order estimation; denominator polynomials; fine order estimation; frequency domain identification methods; linear time-invariant systems; linearized problem; maximum likelihood cost function; numerator polynomials; rank detection; rational transfer function models; singular values; statistical analysis; two-step coarse-fine order estimation; Cost function; Frequency estimation; Maximum likelihood detection; Maximum likelihood estimation; Poles and zeros; Polynomials; Statistical analysis; Stochastic processes; System testing; Transfer functions;
Journal_Title :
Automatic Control, IEEE Transactions on
