Title :
Order estimation for linear time-invariant systems using frequency domain identification methods
Author :
Rolain, Y. ; Schoukens, J. ; Pintelon, R.
Author_Institution :
Dept. ELEC/TW, Vrije Univ., Brussels, Belgium
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 dynamic systems. The coarse order estimation is based on rank detection by verification of the stochastic significance of the singular values of a linearised 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; identification; maximum likelihood estimation; transfer functions; SISO linear time-invariant dynamic systems; frequency-domain identification methods; linear time-invariant systems; linearised problem singular values; maximum-likelihood cost function; rank detection; rational transfer function models; statistical analysis; two-step coarse-fine order estimation technique; Cost function; Frequency estimation; Maximum likelihood detection; Maximum likelihood estimation; Poles and zeros; Polynomials; Statistical analysis; Stochastic processes; System testing; Transfer functions;
Conference_Titel :
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
0-7803-2685-7
DOI :
10.1109/CDC.1995.479143
