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:
COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS
影响因子:
--
通讯作者:
HANSSENS, DM
HANSSENS, DM
中科院分区:
其他
文献类型:
--
作者:
LIU, LM;HANSSENS, DM

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本文提出了一种基于传递函数权值最小二乘估计的传递函数辨识(规范)方法。然后使用角点方法来确定传递函数的简约有理形式。通过一个仿真实例说明了该方法的有效性,并证明了该方法优于Box和Jenkins的预白化和Haugh和Box1的双重预白等识别方法。
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.