A Discussion of various approaches to the linear-system identification problem

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Title: A Discussion of various approaches to the linear-system identification problem
Author: Sarkar, Tapan; Dianat, Sohail; Weiner, Donald
Abstract: This paper deals with the pole zero identification of a linear system from a measured input-output record. One objective is to show that the pencil-of-function method minimizes a weighted version of the Kalman equation error. It follows that the pencil-of-function method is capable of yielding robust estimates for poles located in a given region of the complex s plane. The second objective of this paper is to illustrate that identical sets of equations arise in three supposedly different analytical techniques for obtaining the impulse response of a system. The techniques investigated are 1) the least squares technique based on the discrete Wiener-Hopf equation, 2) Pisarenko's eigenvalue method, and 3) Jain's pencil-of-function method. The proof of equivalence is valid only for the noise-free case when the system order is known. Instead of using the conventional differential equation formulation, equivalence is shown with the integral form utilized in the pencil-of-function method.
Description: Original source of PDF file: http://ieeexplore.ieee.org/xpls/abs_all.jsp?isnumber=26184&arnumber=1164338&count=38&index=3
Record URI: http://hdl.handle.net/1850/3105
Date: 1984-06

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