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Spectral analysis in linear process identification—a new look at an old problem

 

作者: Y. C. ZHU,   M. H. KLOMPSTRA,  

 

期刊: International Journal of Control  (Taylor Available online 1991)
卷期: Volume 53, issue 6  

页码: 1449-1465

 

ISSN:0020-7179

 

年代: 1991

 

DOI:10.1080/00207179108953685

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

The problem of estimating the transfer function (frequency response) of a linear process by means of a modified spectral analysis method is treated. A method of determining the maximum time lags of the correlation functions which makes use of the availablea prioriphysical knowledge about the process and the input signal is proposed. This leads, in a natural way, to the use of anasymmetricalwindow technique. Some simulation results are used to illustrate the method. Based on the asymptotic properties of the estimate, the input design is studied. Finally it will be shown that this work can be used for the estimation of an upper bound of the model uncertainty in the frequency domain.

 

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