Finite Record Effects of the Errors-in-Variables Estimator for Linear Dynamic Systems

被引：4

作者：

Barbe, Kurt ^{[1
]}

Pintelon, Rik ^{[1
]}

Vandersteen, Gerd ^{[1
]}

机构：

[1] Vrije Univ Brussel, Dept ELEC, B-1050 Brussels, Belgium

来源：

IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT | 2011年 / 60卷 / 02期

关键词：

Errors-in-variables (EIV); frequency domain; leakage; linear dynamic systems; weighted least squares; windowing; FREQUENCY-DOMAIN; IDENTIFICATION; MODELS;

D O I：

10.1109/TIM.2010.2051601

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

The frequency domain errors-in-variables (EIV) estimator for linear dynamic systems with periodic excitations is generally formulated as a maximum likelihood (ML) estimator, where the estimated input-output noise (co) variances are used. In this paper, we study the finite record influences on the uncertainty of the ML estimator. Furthermore, we discuss when a significant influence can occur and derive a practical method to circumvent this problem without the need of introducing parametric noise models.

引用

页码：642 / 654

页数：13

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