Identification of Time Series Transfer Function Parmeter
- DOI
- 10.2991/meic-14.2014.286How to use a DOI?
- Keywords
- transfer function models; frequency response function; identification procedure; least squares estimation; autocovariance function
- Abstract
Transfer functions are commonly used in the analysis of systems such as single-input single-output filters, typically within the fields of signal processing, communication theory, and control theory. Transfer function models is of considerable interest in economics, engineering, biology, and many other fields. Models of this kind can describe not only the behavior of industrial processes but also that of economic and business systems. Transfer function model building is important because it is only when the dynamic characteristics of a system are understood that intelligent direction, manipulation, and control of the system is possible. Engineering methods for estimating transfer functions are usually based on the choice of special inputs to the system such as step and sine wave inputs and “pulse” inputs. These methods have been useful when the system is affected by small amounts of noise but are less satisfactory otherwise. In this paper we show procedure and methods for estimating the transfer function parameters.
- Copyright
- © 2014, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Youxiang Cui AU - Bin Zhong AU - Weike Qian AU - Changjiang Zheng PY - 2014/11 DA - 2014/11 TI - Identification of Time Series Transfer Function Parmeter BT - Proceedings of the 2014 International Conference on Mechatronics, Electronic, Industrial and Control Engineering PB - Atlantis Press SP - 1272 EP - 1275 SN - 2352-5401 UR - https://doi.org/10.2991/meic-14.2014.286 DO - 10.2991/meic-14.2014.286 ID - Cui2014/11 ER -