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An Iterative Method to Stabilize a Transfer Function in the s - and z -Domains

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3 Author(s)
D'haene, T. ; Dept. Fundamental Electr. & Instrum., Vrije Univ. Brussel, Brussels ; Pintelon, R. ; Vandersteen, Gerd

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

Published in:

Instrumentation and Measurement, IEEE Transactions on  (Volume:55 ,  Issue: 4 )

Date of Publication:

Aug. 2006

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