Frequency-domain weighted non-linear least-squares estimation of continuous-time, time-varying systems
作者： J. Lataire , R. Pintelon
DOI: 10.1049/IET-CTA.2010.0223
关键词:
摘要: A frequency-domain least-squares estimator is presented for identifying linear, continuous-time, time-varying dynamical systems. The model considered a ordinary differential equation whose coefficients vary as polynomials in time. approach used, thus allowing the user to determine easily frequency band(s) of interest. It shown that bias errors because windowing and sampling continuous-time signals can be modelled by polynomial function frequency. regression matrices estimators are very efficiently computed using fast Fourier transform algorithm its inverse. total least-squares, generalised weighted, non-linear constructed. latter two consistent. illustrated on simulation measurement data.
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