On frequency-domain identification of linear systems

The maximum-likelihood estimation of the parameters of linear systems and the properties of the estimator (Estimator for Linear Systems, ELiS) have been described by R. Pintelson and J. Schoukens (see ibid., vol. 39, no.4, p.565-573, Aug. 1990). The mathematics used in the development of the method and the proofs is rather involved, although several statements can be understood in heuristic terms. The present author discusses the complex-domain description of the method, which results in much simpler expressions. The method is compared to other formulations, giving more insight into the properties of the estimate. It turns out that robustness is at least partly due to the least-squares formulation. Derivations are avoided where possible, and intuitive explanations are given instead.<
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