Nonparametric frequency response function estimates for switching piecewise linear systems

Tao Song, Fubiao Zhang*, Defu Lin

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

3 Citations (Scopus)

Abstract

This paper proposes two algorithms (ATIRMM and ALPM) for estimating the time-varying behavior of single input single output (SISO) switching piecewise linear systems. Walsh basis functions are used to capture the non-smooth fast varying dynamics. The piecewise time-varying frequency response function (TV-FRF) is approximated by the sum of a series of LTI FRFs multiplied with a set of Walsh functions. The best linear time invariant approximation (BLTIA) of the TV-FRF is estimated with small uncertainty. Besides the BLTIA, the two methods are capable of estimating the noise power spectrum and the TV-FRF. The error analysis shows that ATIRMM delivers more accurate TV-FRF and BLTIA estimations, while ALPM has better performance in noise power spectrum estimation. The conclusions are illustrated by simulations.

Original languageEnglish
Pages (from-to)150-165
Number of pages16
JournalSignal Processing
Volume129
DOIs
Publication statusPublished - 1 Dec 2016

Keywords

  • Estimation uncertainty
  • Frequency response function
  • Nonparametric identification
  • Switching piecewise time-varying system

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