On frequency-domain identification of linear systems

On frequency-domain identification of linear systems
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线性系统的频域辨识

DOI:
10.1109/19.206670
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发表时间:
1993
影响因子:
5.6
通讯作者:
I. Kollár
I. Kollár
中科院分区:
工程技术2区
文献类型:
--
作者:
I. Kollár

文献摘要

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R.Pintelson和J.Schoukens已经描述了线性系统参数的最大似然估计和估计量(Estimator for Line Systems,ELIS)的性质(同上,第39卷,第4期,第565-573页,1990年8月)。在方法和证明的发展中使用的数学是相当复杂的,尽管有几个陈述可以用启发式的术语来理解。本文作者讨论了该方法的复数域描述,这导致了更简单的表达式。将该方法与其他公式进行了比较,从而更深入地了解了估计的性质。事实证明,稳健性至少在一定程度上是由于最小二乘公式。在可能的情况下避免了推导,而是给出了直观的解释。>
The maximum-likelihood estimation of the parameters of linear systems and the properties of the estimator (Estimator for Linear Systems, ELiS) have been described by R. Pintelson and J. Schoukens (see ibid., vol. 39, no.4, p.565-573, Aug. 1990). The mathematics used in the development of the method and the proofs is rather involved, although several statements can be understood in heuristic terms. The present author discusses the complex-domain description of the method, which results in much simpler expressions. The method is compared to other formulations, giving more insight into the properties of the estimate. It turns out that robustness is at least partly due to the least-squares formulation. Derivations are avoided where possible, and intuitive explanations are given instead. >