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A Least Squares Approach to Direct Frequency Response Estimation
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-9368-3079
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-1927-1690
2011 (English)In: 2011 50th IEEE Conference On Decision And Control And European Control Conference (CDC-ECC), IEEE , 2011, 2160-2165 p.Conference paper, Published paper (Refereed)
Abstract [en]

Traditionally, the frequency response function has been estimated directly by dividing the discrete Fourier transforms of the output and the input of the system. This approach suffers from leakage errors and noise sensitivity. Lately these errors have been studied in detail. The main observation is that the error has a smooth frequency characteristic that is highly structured. The recently proposed local polynomial method uses this smoothness, and tries to estimate the frequency response function along with a smooth approximation of the error term. In this paper we propose a method, closely related to the local polynomial method, but instead of using the smoothness of the error we explore the structure even further. The proposed approach to estimate the frequency response function seems promising, as illustrated by simulations and comparison with current state of the art methods.

Place, publisher, year, edition, pages
IEEE , 2011. 2160-2165 p.
Series
IEEE Conference on Decision and Control. Proceedings, ISSN 0191-2216
Keyword [en]
Error terms, Frequency characteristic, Frequency response estimation, Frequency response functions, Leakage error, Least-squares approach, Noise sensitivity, Polynomial methods, Smooth approximation, State-of-the-art methods
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-61564DOI: 10.1109/CDC.2011.6161098ISI: 000303506202125Scopus ID: 2-s2.0-84860701714ISBN: 978-1-61284-799-3 (print)OAI: oai:DiVA.org:kth-61564DiVA: diva2:479371
Conference
2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011; Orlando, FL; United States; 12 December 2011 through 15 December 2011
Funder
EU, FP7, Seventh Framework Programme, 267381Swedish Research Council
Note

QC 20120119

Available from: 2012-01-17 Created: 2012-01-17 Last updated: 2013-12-13Bibliographically approved

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