Frequency Domain Identification

Frequency Domain System Identification

Frequency Domain Maximum Likelihood Identification

The multivariable maximum-likelihood estimate is derived for the case of frequency domain data. The relation with the time domain estimate is commented upon. The algorithm is analyzed with respect to consistency and expressions of the asymptotic variance is presented.

Identification in the Frequency Domain

This article reviews techniques to identify the frequency domain properties of linear and nonlinear systems from measured physical input/output data. Practical spectral analysis procedures are discussed that are valid with random data to predict the frequency response functions in single-input/single-output (SI/SO) linear models and in multipleinput/single-output (MI/SO) linear models. Special ...

Adaptive Smoothing Methods for Frequency-domain Identification

The determination of resolution parameter when estimating frequency functions of linear systems is a trade-off between bias and variance. Traditional approaches, like “window-closing” employ a global resolution parameter – the window width – that is tuned by ad hoc methods, usually visual inspection of the results. Here we explore more sophisticated estimation methods, based on local polynomial...

Frequency Domain Identification of Harbour Seiches

1 FREQUENCY DOMAIN IDENTIFICATION OF HARBOUR SEICHES SUMMARY A seiche is a resonant response of a lake or harbour to external forces. Frequency domain methods are used in the identification of seiche like characteristics of sealevel records collected at Sydney and Halifax harbours, Nova Scotia. The data exhibit structures predicted by simple physical seiche models, and there is some evidence th...