Abstract

This paper deals with the pole zero identification of a linear system from a measured input-output record. One objective is to show that the pencil-of-function method minimizes a weighted version of the Kalman equation error. It follows that the pencil-of-function method is capable of yielding robust estimates for poles located in a given region of the complex s plane. The second objective of this paper is to illustrate that identical sets of equations arise in three supposedly different analytical techniques for obtaining the impulse response of a system. The techniques investigated are 1) the least squares technique based on the discrete Wiener-Hopf equation, 2) Pisarenko's eigenvalue method, and 3) Jain's pencil-of-function method. The proof of equivalence is valid only for the noise-free case when the system order is known. Instead of using the conventional differential equation formulation, equivalence is shown with the integral form utilized in the pencil-of-function method.

Publication Date

1984

Comments

Original source of PDF file: http://ieeexplore.ieee.org/xpls/abs_all.jsp?isnumber=26184&arnumber=1164338&count=38&index=3 ISSN:0096-3518 Note: imported from RIT’s Digital Media Library running on DSpace to RIT Scholar Works in February 2014.

Document Type

Article

Department, Program, or Center

Chester F. Carlson Center for Imaging Science (COS)

Campus

RIT – Main Campus

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