Frequency-Domain, Errors-in-Variables Estimation of Linear Dynamic Systems Using Data From Overlapping Subrecords

In this paper, we study the consistency of a frequency-domain, errors-in-variables estimator using data extracted from overlapping subrecords. While the classical approach without overlap needs six consecutive periods, we show in this paper that by using overlapping subrecords, consistent models can...

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Bibliographic Details
Published in:IEEE transactions on instrumentation and measurement 2008-08, Vol.57 (8), p.1529-1536
Main Authors: Barbe, K., Schoukens, J., Pintelon, R.
Format: Article
Language:English
Subjects:
Consistency
Data mining
Discrete Fourier transforms
Dynamical systems
Dynamics
efficiency loss
errors-in-variables
Estimation error
Estimators
Excitation
frequency domain
Frequency estimation
Frequency measurement
Instrumentation
Noise measurement
Steady-state
System identification
Time measurement
Transfer functions
Uncertainty
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Summary:In this paper, we study the consistency of a frequency-domain, errors-in-variables estimator using data extracted from overlapping subrecords. While the classical approach without overlap needs six consecutive periods, we show in this paper that by using overlapping subrecords, consistent models can be found with only two periods of the steady-state response of a periodic excitation. Moreover, the system identification procedure used for data extracted from independent experiments is shown to be valid for data extracted from overlapping subrecords. This allows the user to considerably reduce the measurement time or the measurement uncertainty without changing the identification procedure.
ISSN:0018-9456
1557-9662
DOI:10.1109/TIM.2008.925337