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A decoupled approach for optimal estimation of transfer function parameters from input-output data

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1 Author(s)
Shaw, A.K. ; Dept. of Electr. Eng., Wright State Univ., Dayton, OH, USA

A theoretical and algorithmic framework is proposed for optimal identification of rational transfer function parameters of discrete-time linear systems from input-output (IO) data. The nonlinear criterion is theoretically decoupled into a purely linear problem for estimating the optimal numerator and a nonlinear problem for the optimal denominator. The proposed decoupled approach has reduced computational requirements when compared with existing algorithms that estimate the parameters simultaneously

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Signal Processing, IEEE Transactions on  (Volume:42 ,  Issue: 5 )