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Maximum Likelihood Estimation of the Non-Parametric FRF for Pulse-Like Excitations
Luleå University of Technology, Department of Computer Science, Electrical and Space Engineering, Signals and Systems.
Luleå University of Technology, Department of Computer Science, Electrical and Space Engineering, Signals and Systems.ORCID iD: 0000-0002-5888-8626
Luleå University of Technology, Department of Business Administration, Technology and Social Sciences, Business Administration and Industrial Engineering.
Number of Authors: 32016 (English)In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 61, no 8, p. 2276-2281Article in journal (Refereed) Published
Abstract [en]

This technical note introduces the closed form maximum likelihood estimator for estimating the coefficients of the non-parametric frequency response function from system identification experiments. It is assumed that the experiments consist of repeated pulse excitations and that both the excitation and system response are measured which leads to an error-in-variables setting. Monte Carlo simulations indicate that the estimator achieves efficiency at low signal-to-noise ratios with only few measurements. Comparison with the least-squares estimator shows that better, unbiased results are obtained.

Place, publisher, year, edition, pages
2016. Vol. 61, no 8, p. 2276-2281
National Category
Control Engineering Reliability and Maintenance
Research subject
Control Engineering; Quality Technology & Management
Identifiers
URN: urn:nbn:se:ltu:diva-8495DOI: 10.1109/TAC.2015.2491538ISI: 000381443000023Scopus ID: 2-s2.0-84982727285Local ID: 7027e08e-8902-4d67-aa4f-e9764f94699cOAI: oai:DiVA.org:ltu-8495DiVA, id: diva2:981433
Note

Validerad; 2016; Nivå 2; 2016-10-19 (inah)

Available from: 2016-09-29 Created: 2016-09-29 Last updated: 2018-10-04Bibliographically approved

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Hostettler, RolandBirk, WolfgangLundberg Nordenvaad, Magnus

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