An iterative method to stabilize a transfer function in the s- and z-domains

被引：10
|
作者：
D'haene, Tom [1 ]
Pintelon, Rik
Vandersteen, Gerd
机构：
[1] Free Univ Brussels, Dept Fundamental Elect & Instrumentat, B-1050 Brussels, Belgium
[2] IMEC VZW, B-3001 Louvain, Belgium
来源：
IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT | 2006年 / 55卷 / 04期
关键词：
constrained optimization; stability; stable models; state space; system identification;
D O I：
10.1109/TIM.2006.876567
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
Stability of the identified model is crucial in simulations and prediction applications. This paper proposes a two-step procedure that generates guaranteed stable transfer function (matrix) models from noisy data. It consists of an unconstrained optimal noise removal step followed by a stable approximation of the possible unstable estimate. The proposed method is applicable to continuous-time as well as discrete-time and multivariable systems.
引用
收藏
页码：1192 / 1196
页数：5
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