CORRELATION TEST OF RESIDUAL ERRORS IN FREQUENCY DOMAIN SYSTEM IDENTIFICATION

Correlation Test of Residual Errors in Frequency Domain System Identification

Residual errors (deviations between measurements and system models) can be caused by several reasons: observation/process noise, nonlinear products, system transients, unmodelled dynamics, etc. The first two cannot be explained by linear models, the latter two can. Identification procedures can be stopped when the latter are not present in a reasonable size model. Therefore, we need to distingu...

Frequency Domain System Identification When Assuming Unknown But Bounded Errors

This paper discusses the frequency domain system identification problem under the UBBE assumption. It demonstrates that the set of all possible identifications is a finite union of polyhedra. The paper also shows how the problem of finding one valid identification reduces to finding a feasible solution to a nonlinear system of equations under box constraints. An example of applying the resultin...

Frequency Domain System Identification

Frequency Domain System Identification Toolbox for Matlab: Characterizing Nonlinear Errors of Linear Models

System identification often means the determination of linear models from input-output data. The behaviour of many systems can be described by an s-domain or z-domain transfer function model, at least for a given excitation amplitude range. The quality of the fit can be assessed by the analysis of the residuals, that is, of the difference between the measured data and the model. However, even s...

Frequency domain versus time domain methods in system identification

For some reason I now forget, Keith Glover and I were asked to prepare a discussion paper on frequency and time domain methods in system identi cation by the organizers of the IFAC symposium on System Identi cation in Darmstadt 1979. I visited Keith in Cambridge in April 1979 to prepare our paper. It later evolved into an Automatica arcticle. Since then, there has been a useful development of s...