FREQUENCY DOMAIN IDENTIFICATION

摘要

Techniques to identify parametric transfer functions from noisy frequency domain data are considered. A maximum-likelihood estimation method is presented which in parallel with the system transfer function also estimates a parametric noise transfer function. This leads to a consistent and efficient estimator. It is shown how the discrete Fourier transform can be applied to generate frequency domain data from sampled time domain data. For the finite data case the exact frequency domain expressions are derived relating the transfer function with the discret Fourier transformed data for both continuous and discrete time systems.