TY - JOUR
T1 - System Identification Based on Frequency Response Noisy Data
TT - شناسایی سیستمهای خطی بر مبنای پاسخ فرکانسی نویزی آنها
JF - iut-jame
JO - iut-jame
VL - 19
IS - 1
UR - http://jame.iut.ac.ir/article-1-188-en.html
Y1 - 2000
SP - 157
EP - 174
KW - -
N2 - In this paper, a new algorithm for system identification based on frequency response is presented. In this method, given a set of magnitudes and phases of the system transfer function in a set of discrete frequencies, a system of linear equations is derived which has a unique and exact solution for the coefficients of the transfer function provided that the data is noise-free and the degrees of the numerator and denominator are selected correctly. If the data is corrupted with (bounded) noise, then the answer is no longer unique and an acceptable transfer function is one that has a frequency response with a noise bound that covers the noisy data. To find one of these acceptable results, a new performance index is defined as “the least squares distance in the coefficient space”. By minimizing this index, an initial transfer function is obtained which passes optimally through the noisy data. Then, using the so-called dynamic programming technique, the noise is reduced in such a way that at each step the resulting transfer function is pushed toward one of the acceptable noise free systems. An illustrative example shows the effectiveness of the proposed algorithm.
M3
ER -