| 1. |
- Abrahamsson, Tomas, et al.
(författare)
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A Study of some Approaches to Vibration Data Analysis
- 1993
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- Using data from extensive vibrational tests of the new aircraft Saab 2000 three different methods for vibration analysis are studied. These methods are ERA (eigensystem realization algorithm), N4SID (a subspace method) and PEM (prediction error approach). We find that both the ERA and N4SID methods give good initial model parameter estimates that can be further improved by the use of PEM. We also find that all methods give good insights into the vibrational modes.
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| 2. |
- Akcay, H., et al.
(författare)
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On the choice of norms in system identification
- 1996
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Ingår i: IEEE Transactions on Automatic Control. - Linköping : Institute of Electrical and Electronics Engineers (IEEE). - 0018-9286. ; 41:9, s. 1367-1372
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Tidskriftsartikel (refereegranskat)abstract
- In this paper we discuss smooth and sensitive norms for prediction error system identification when the disturbances are magnitude bounded. Formal conditions for sensitive norms, which give an order of magnitude faster convergence of the parameter estimate variance, are developed. However, it also is shown that the parameter estimate variance convergence rate of sensitive norms is arbitrarily bad for certain distributions. A necessary condition for a norm to be statistically robust with respect to the family F(C) of distributions with support [-C, C] for some arbitrary C > 0 is that its second derivative does not vanish on the support. A direct consequence of this observation is that the quadratic norm is statistically robust among all ℓp-norms, p ≀ 2 < ∞ for F(C). ©1996 IEEE.
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| 3. |
- Akçay, Hüseyin, et al.
(författare)
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On the Choice of Norms in System Identification
- 1994
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Ingår i: Proceedings of the 10th IFAC Symposium on System Identification. - Linköping : Linköping University. - 9780080422251 ; , s. 103-108
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- In this paper we discuss smooth and sensitive norms for prediction error system identification when the disturbances are magnitude bounded. Formal conditions for sensitive norms, which give an order of magnitude faster convergence of the parameter estimate variance, are developed. However, it also is shown that the parameter estimate variance convergence rate of sensitive norms is arbitrarily bad for certain distributions. A necessary condition for a norm to be statistically robust with respect to the family F(C) of distributions with support [-C, C] for some arbitrary C>0 is that its second derivative does not vanish on the support. A direct consequence of this observation is that the quadratic norm is statistically robust among all lp-norms, p⩽2<∞ for F(C).
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| 4. |
- Andersson, Torbjörn, et al.
(författare)
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Identification Aspects of Inter-Sample Input Behavior
- 1994
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Ingår i: Proceedings of the 10th IFAC Symposium on System Identification. - Linköping : Linköping University. - 9780080422251 ; , s. 137-142
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Konferensbidrag (refereegranskat)abstract
- In this contribution aspects of inter-sample input signal behavior are examined. The starting point is that parametric identification always is performed on basis of discrete-time data. This is valid for identification of discrete-time models as well as continuous-time models. The usual assumptions on the input signal are; i) it is band-limited, ii) it is piecewise constant or iii) it is piecewise linear. One point made in this paper is that if a discrete-time model is used, the best possible (in the model structure) adjustment to data is made. This is independent of the assumption on the input signal. However, a transformation of the obtained discrete model to a continuous one is not possible without additional assumptions on the input signal. The other point made is that the frequency functions of the discrete models very well coincides with the frequency functions of the discretized continuous time models and the continuous time transfer function fitted in the frequency domain.
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| 5. |
- Bauer, Dietmar, et al.
(författare)
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Some facts about the Choice of the Weighting Matrices in Larimore Type of Subspace Algorithms
- 2000
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- In this paper the effect of some weighting matrices on the asymptotic variance of the estimates of linear discrete time state space systems estimated using subspace methods is investigated. The analysis deals with systems with white or without observed inputs and refers to the Larimore type of subspace procedures. The main result expresses the asymptotic variance of the system matrix estimates in canonical form as a function of some of the user choices, clarifying the question on how to choose them optimally. It is shown, that the CCA weighting scheme leads to optimal accuracy. The expressions for the asymptotic variance can be implemented more efficiently as compared to the ones previously published.
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| 6. |
- Bergman, Niclas, et al.
(författare)
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Terrain Navigation using Bayesian Statistics
- 1999
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- In aircraft navigation the demands on reliability and safety are very high. The importance of accurate position and velocity information becomes crucial when flying an aircraft at low altitudes, and especially during the landing phase. Not only should the navigation system have a consistent description of the position of the aircraft, but also a description of the surrounding terrain, buildings and other objects that are close to the aircraft. Terrain navigation is a navigation scheme that utilizes variations in the terrain height along the aircraft flight path. Integrated with an Inertial Navigation System (INS), it yields high performance position estimates in an autonomous manner, ie without any support information sent to the aircraft. In order to obtain these position estimates, a nonlinear recursive estimation problem must be solved on-line. Traditionally, this filtering problem has been solved by local linearization of the terrain at one or several assumed aircraft positions. Due to changing terrain characteristics, these linearizations will in some cases result in diverging position estimates. In this work, we show how the Bayesian approach gives a comprehensive framework for solving the recursive estimation problem in terrain navigation. Instead of approximating the model of the estimation problem, the analytical solution is approximately implemented. The proposed navigation filter computes a probability mass distribution of the aircraft position and updates this description recursively with each new measurement. The navigation filter is evaluated over a commercial terrain database, yielding accurate position estimates over several types of terrain characteristics. Moreover, in a Monte Carlo analysis, it shows optimal performance as it reaches the Cramér-Rao lower bound.
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| 7. |
- Björklund, Svante, et al.
(författare)
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A Review of Time-Delay Estimation Techniques
- 2003
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Ingår i: Proceedings of the 42nd IEEE Conference on Decision and Control. - Linköping : Linköping University Electronic Press. - 0780379241 ; , s. 2502-2507 vol.3
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- This paper reviews and evaluates suggested methods for estimating the time-delay of linear systems in automatic control applications. A classification of the methods according to the underlying principles is suggested. The evaluation, done by analyzing the estimates of the methods from extensive simulated data in open loop, shows that different classes of methods have different properties and are suitable in different cases. Some method are clearly inferior to others. Recommendations are given on how to choose estimation method and input signal.
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| 8. |
- Björklund, Svante, et al.
(författare)
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An Improved Phase Method for Time-Delay Estimation
- 2010
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- A promising method for estimation of the time-delay in continuous-time linear dynamical systems uses the phase of the all-pass part of a discrete-time model of the system. We have discovered that this method can sometimes fail totally and we suggest a method for avoiding such failures.
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| 9. |
- Enqvist, Martin, 1976-, et al.
(författare)
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Estimating Nonlinear Systems in a Neighborhood of LTI-approximants
- 2002
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Ingår i: Proceedings of the 41st IEEE Conference on Decision and Control. - Linköping : Linköping University Electronic Press. - 0780375165 ; , s. 1005-1010 vol.1
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Konferensbidrag (refereegranskat)abstract
- The estimation of Linear Time Invariant (LTI) models is a standard procedure in system identification. Any real-life system will however be nonlinear and time-varying, and the estimated model will converge to the LTI second order equivalent (LTI-SOE) of the true system. In this paper we consider some aspects of this convergence and the distance between the true system and its LTI-SOE. We show that there may be cases where even the slightest nonlinearity may cause big differences in the LTI-SOE. We also show a result that gives conditions that guarantee that the LTI-SOE is close to "the natural" LTI approximant. Finally, an upper bound on the distance between the LTI-SOE of a nonlinear FIR system with a white input signal and the linear part of the system is derived.
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| 10. |
- Enqvist, Martin, 1976-, et al.
(författare)
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Linear Approximations of Nonlinear FIR Systems for Separable Input Processes
- 2005
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Ingår i: Automatica. - Linköping : Elsevier. - 0005-1098 .- 1873-2836. ; 41:3, s. 459-473
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Tidskriftsartikel (refereegranskat)abstract
- Nonlinear systems can be approximated by linear time-invariant (LTI) models in-many ways. Here, LTI models that are optimal approximations in the mean-square error sense are analyzed. A necessary and sufficient condition on the input signal for the optimal LTI approximation of an arbitrary nonlinear finite impulse response (NFIR) system to be a linear finite impulse response (FIR) model is presented. This condition says that the in ut should be separable of a certain order, i.e., that certain conditional expectations should be,P linear. For the special case of Gaussian input signals, this condition is closely related to a generalized version of Bussgang's classic theorem about static nonlinearities. It is shown that this generalized theorem can be used for structure identification and for the identification of generalized Wiener-Hammerstein systems.
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