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Estimation of nonparametric noise and FRF models for multivariable systems-Part I: Theory

机译:多变量系统的非参数噪声和FRF模型的估计-第一部分:理论

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This series of two papers presents a method for estimating nonparametric noise and frequency response function models of multivariable linear dynamic systems excited by arbitrary inputs. It extends the results of Schoukens et al. (2006) [1] and Schoukens and Pintelon (2009) [2] from single input, single output systems with known input and noisy output observations (= output error problem), to multiple input, multiple output systems where both the input and output are disturbed by noise (= errors-in-variables problem). In Part I, the theory is developed for linear dynamic multivariable output error problems. The results are supported by simulations. A detailed comparison with the classical spectral analysis based on correlation techniques shows that the proposed procedures are more robust. In Part II (Pintelon et al., 2009) [3], the method first is applied to nonlinear systems, and parametric identification within a generalized output error framework. Next, it is extended to handle errors-in-variables problems, and identification in feedback. Finally, it is illustrated on four real measurement examples.
机译:这一系列的两篇论文提出了一种估计由任意输入激励的多变量线性动态系统的非参数噪声和频率响应函数模型的方法。它扩展了Schoukens等人的结果。 (2006)[1]以及Schoukens和Pintelon(2009)[2],从具有已知输入和嘈杂输出观测值(=输出错误问题)的单输入单输出系统,到输入和输出都为多输入多输出系统被噪声干扰(=变量误差问题)。在第一部分中,针对线性动态多变量输出误差问题开发了该理论。结果得到了仿真的支持。与基于相关技术的经典频谱分析的详细比较表明,所提出的过程更加健壮。在第二部分(Pintelon等,2009)[3]中,该方法首先应用于非线性系统,并在广义输出误差框架内进行参数识别。接下来,将其扩展为处理变量错误问题以及反馈中的标识。最后,在四个实际测量示例中进行了说明。

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