The transient impulse response modeling method for non-parametric system identification

• Per Hägg ^[2] ; Johan Schoukens ^[3] ; Michel Gevers ^[1] ; Håkan Hjalmarsson ^[2]
  1. [1] Université Catholique de Louvain

     Université Catholique de Louvain

     Arrondissement de Nivelles, Bélgica

     
  2. [2] Automatic Control Lab and ACCESS, School of Electrical Engineering, KTH, , Sweden
  3. [3] Vrije Universiteit Brussel;Belgium

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• Localización: Automatica: A journal of IFAC the International Federation of Automatic Control, ISSN 0005-1098, Vol. 68, 2016, págs. 314-328
• Idioma: inglés
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• Resumen

  • A method for the nonparametric estimation of the Frequency Response Function (FRF) was introduced in Hägg et al. (2011) and later called Transient Impulse Response Modeling Method (trimm). We present here a slightly improved version of the original method and, more importantly, we thoroughly analyze the method in terms of bias and variance errors. This analysis leads to guidelines for the choice of the design parameters in trimm. Our theoretical expressions for the bias and variance errors are validated by simulations which, at the same time, highlight the effect of the design parameters on the performance of the method.