Accession Number : ADA119250

Title :   A Comparison of the Pencil-of-Function Method with Prony's Method, Wiener Filters and Other Identification Techniques,

Corporate Author : SOUTHEASTERN CENTER FOR ELECTRICAL ENGINEERING EDUCATION INC ST CLOUD FL

Personal Author(s) : Sarkar,Tapan K ; Jain,Vijay K ; Nebat,Joshua ; Weiner,Donald D

PDF Url : ADA119250

Report Date : Dec 1977

Pagination or Media Count : 70

Abstract : This paper deals with the identification/approximation of a linear system by poles and residues from a measured finite length input-output record of the system. The objective of this paper is: (1) to illustrate that several different formulations for characterizing the impulse response of a system yield the same set of poles; (2) to show how different formulations regularize the ill-posed system identification problem; and (3) to demonstrate that relatively stable, consistent and reliable results in the identification of a system by poles and residues from a finite length input-output record can be achieved by the pencil-of-functions method.

Descriptors :   *Mathematical filters, *Identification systems, *Linear systems, Stochastic processes, Comparison, Response, Algorithms, Residues, Kalman filtering, Maximum likelihood estimation, Systems analysis, White noise

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE