IDENTIFICATION OF MULTIPLE-INPUT TRANSFER-FUNCTION MODELS
IDENTIFICATION OF MULTIPLE-INPUT TRANSFER-FUNCTION MODELS
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DOI:
10.1080/03610928208828236
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发表时间:
1982-01-01
期刊:
影响因子:
--
通讯作者:
HANSSENS, DM
中科院分区:
文献类型:
--
作者:
LIU, LM;HANSSENS, DM
This paper proposes a procedure for transfer function identification (specification) based on least-squares estimates of transfer function weights using the original or filtered series. The corner method is then used to identify a parsimonious rational form of the transfer function. The procedure is illustrated in a simulated example; it is shown how this straightforward approach outperforms other identification methods such as Box and Jenkins' prewhitening and Haugh and Box1 double prewhitening techniques.