Identification of Multiple - Input Transfer Function Models
نویسنده
چکیده
This paper proposes a procedure for transfer function identification (specification) based on least-squares estimates of transfer function weights using the original or filtered series. The corner method is then used to identify a parsimonious rational form of the transfer function. The procedure is illustrated in a simulated example; it is shown how this straightforward approach outperforms other identification methods such as Box and Jenkins' prewhitening and Haugh and Box' double prewhitening techniques.
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