Estimation of nonparametric noise models for linear dynamic systems

IEEE Transactions on Instrumentation and Measurement

Volumn 58, Issue 8, 2009, Pages 2468-2474

  Schoukens, Johan ^a   Pintelon, Rik ^a  

^a VRIJE UNIVERSITEIT BRUSSEL   (Belgium)

Author keywords

Linear dynamic systems; Nonparametric noise model

Indexed keywords

COHERENCE-BASED METHOD; FREQUENCY RESPONSE FUNCTION MEASUREMENTS; LEAKAGE EFFECTS; LINEAR DYNAMIC SYSTEM; LINEAR DYNAMIC SYSTEMS; NON-PARAMETRIC NOISE; NONPARAMETRIC NOISE MODEL; TAYLOR METHODS;

DYNAMICAL SYSTEMS; FREQUENCY RESPONSE; LINEAR CONTROL SYSTEMS; POWER SPECTRUM;

DYNAMIC PROGRAMMING;

EID: 67949111162     PISSN: 00189456     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIM.2008.927194     Document Type: Conference Paper

References (12)

1. J. Schoukens, R. Pintelon, and Y. Rolain, "Box-Jenkins alike identification using nonparametric noise models," Automatica, vol. 40, no. 12, pp. 2083-2089, 2004.
2. S. M. Kay, "Spectrum analysis - A modern perspective," Proc. IEEE vol. 69, no. 11, pp. 1380-1419, Nov. 1981.
3. P. M. T. Broersen and S. de Waele, "Automatic identification of time-series models from long autoregressive models," IEEE Trans. Instrum. Meas., vol. 54, no. 5, pp. 1862-1868, Oct. 2005.
4. R. Pintelon and J. Schoukens, System Identification: A Frequency Domain Approach. Piscataway, NJ: IEEE Press, 2001.
5. J. S. Bendat and A. G. Piersol, Engineering Applications of Correlation and Spectral Analysis. New York: Wiley, 1980.
6. J. Schoukens, Y. Rolain, and R. Pintelon, "Leakage reduction in frequency-response function measurements," IEEE Trans. Instrum. Meas., vol. 55, no. 6, pp. 2286-2291, Dec. 2006.
7. J. Schoukens, Y. Rolain, and R. Pintelon, "Analysis of windowing/ leakage effects in frequency response function measurements," Automatica, vol. 42, no. 1, pp. 27-38, 2006.
8. R. Pintelon, J. Schoukens, and G. Vandersteen, "Frequency domain system identification using arbitrary signals," IEEE Trans. Autom. Control vol. 42, no. 12, pp. 1717-1720, Dec. 1997.
9. J. L. Douce and L. Balmer, "Transient effects in spectrum estimation," Proc. Inst. Electr. Eng., vol. 132, no. 1, pp. 25-29, 1985.
10. F. J. Harris, "On the use of windows for harmonic analysis with the discrete Fourier transform," Proc. IEEE, vol. 66, no. 1, pp. 51-83, Jan. 1978.
11. G. H. Golub and C. F. Van Loan, Matrix Computations, 3rd ed. Baltimore, MD: John Hopkins Univ. Press, 1996.
12. J. Schoukens and R. Pintelon, "Identification of nonparametric noise models," in Proc. 23rd IEEE IMTC, Sorrento, Italy, Apr. 24-27, 2006, pp. 102-106.