© The Institution of Electrical Engineers
The problem of approximate realisation is described and various methods are discussed. A new method is then given which directly identifies the system poles from pulse response data by finding the local minima of a real function of a complex variable. These estimates of the poles are then refined using a new iterative nonlinear least-squares algorithm. Finally, these methods are applied to a ‘seismic wavelet’, and are shown to give good qualitative and quantitative information on the system being modelled.
References
-
-
1)
-
J.M. Mendel
.
(1973)
, Discrete techniques of parameter estimation: the equation error formulation.
-
2)
-
P.E. Gill ,
W. Murray
.
Algorithms for the solution of the non-linear least squares problem.
SIAM J. Num. Anal.
,
977 -
992
-
3)
-
J.C. Willems
.
Least squares stationary optimal control and the algebraic Riccati equation.
IEEE Trans.
,
621 -
634
-
4)
-
M.R. Chidambara ,
E.J. Davison
.
On a method for simplifying linear dynamical systems.
IEEE Trans.
,
119 -
121
-
5)
-
M. Decoster ,
A.R. van Cauwenberghe
.
A comparative study of different reduction methods (Part 1 and 2).
J. A
,
2
-
6)
-
J.M. Mendel
.
White noise estimators for seismic data processing in oil exploration.
IEEE Trans.
,
694 -
706
-
7)
-
N.K. Gupta
.
Efficient computation of gradient and hessian of likelihood function in linear dynamic systems.
IEEE Trans.
,
781 -
783
-
8)
-
P.C. Young
.
(1979)
, Refined instrumental variable methods of recursive time series analysis parts 1 and 2.
-
9)
-
Soderstrom, T., Ljung, L., Gustavsson, I.: `A comparative study of recursive identification methods', Report 7427, 1974.
-
10)
-
R.W. Brockett
.
(1970)
, Finite dimensional linear systems.
-
11)
-
Glover, K.: `An approximate realisation algorithm which directly identifies the system poles', Paper 43A.3, IFAC World Congress, 1978, Helsinki.
-
12)
-
G.R. Gavalas
.
A new method of parameter estimation in linear systems.
A.I. Chem. E.J.
,
214 -
222
-
13)
-
Pinguet, P.J.M.: `State space formulation of a class of model reduction methods', 1978, M.Phil. dissertation, University of Cambridge, Department of Engineering.
-
14)
-
N.K. Gupta ,
R.K. Mehra
.
Computational aspects of maximum likelihood estimation and reduction in sensitivity function calculations.
IEEE Trans.
,
774 -
783
-
15)
-
de Jong, L.S.: `Numerical aspects of realisation algorithms in linear systems theory', 1975, Ph.D. dissertation, University of Eidnhoven, The Netherlands.
-
16)
-
M.F. Hutton ,
B. Friedland
.
Routh approximations for reducing order of linear time-invariant systems.
IEEE Trans.
,
329 -
337
-
17)
-
A.J. Tether
.
Construction of minimal linear state variable models from finite input - output data.
IEEE Trans.
,
427 -
436
-
18)
-
L.M. Silverman
.
Realisation of linear dynamical systems.
IEEE Trans.
,
554 -
567
-
19)
-
L. Meier ,
D.G. Luenberger
.
Approximation of linear constant systems.
IEEE Trans.
,
585 -
588
http://iet.metastore.ingenta.com/content/journals/10.1049/piee.1979.0140
Related content
content/journals/10.1049/piee.1979.0140
pub_keyword,iet_inspecKeyword,pub_concept
6
6