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Non-parametric best linear time invariant approximation of a linear time-varying system

机译:线性时变系统的非参数最佳线性时不变

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The consequences of estimating the frequency response function of a continuous-time, linear time-varying (LTV) system with tools for linear time invariant (LTI) systems are studied. To this end, the best linear time invariant approximation of an LTV system is defined, and is related to a general model for LTV systems. A recently introduced frequency response function estimation method for LTI systems is used to compute the best linear time invariant approximation, the properties of which are discussed. An analysis of the residual error specifies whether the system under consideration is time-varying or not. Also, the frequency band where the contributions from the time variation are higher than the noise floor is determined. All concepts are illustrated on simulation examples.
机译:研究了使用线性时不变(LTI)系统工具估算连续时间线性时变(LTV)系统的频率响应函数的结果。为此,定义了LTV系统的最佳线性时不变近似,并与LTV系统的通用模型有关。最近介绍了一种用于LTI系统的频率响应函数估计方法,用于计算最佳线性时不变近似,并讨论了其特性。对残留误差的分析指定了所考虑的系统是否随时间变化。另外,确定来自时间变化的贡献高于本底噪声的频带。在仿真示例中说明了所有概念。

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