A Comparison of the Pencil-of-Function Method with Prony's Method, Wiener Filters and Other Identification Techniques,

Abstract

This paper deals with the identification/approximation of a linear system by poles and residues from a measured finite length input-output record of the system. The objective of this paper is: (1) to illustrate that several different formulations for characterizing the impulse response of a system yield the same set of poles; (2) to show how different formulations regularize the ill-posed system identification problem; and (3) to demonstrate that relatively stable, consistent and reliable results in the identification of a system by poles and residues from a finite length input-output record can be achieved by the pencil-of-functions method.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1977
Accession Number
ADA119250

Entities

People

  • Donald D. Weiner
  • Joshua Nebat
  • Tapan K. Sarkar
  • Vijay K. Jain

Tags

Communities of Interest

  • Advanced Electronics
  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Data Science
  • Difference Equations
  • Differential Equations
  • Electrical Engineering
  • Estimators
  • Filtration
  • Information Science
  • Information Theory
  • Integral Equations
  • Kalman Filters
  • Mathematical Filters
  • Maximum Likelihood Estimation
  • Numerical Analysis
  • Random Variables
  • Recursive Filters
  • Signal Processing
  • Stochastic Processes

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Approximation Theory.