A Comparison of the Pencil-of-Function Method with Prony's Method, Wiener Filters and Other Identification Techniques

摘要

This paper deals with the identification/approximation of a linear system by poles and residues from a measured finite length input-output record of the system. The objective of this paper is: (1) to illustrate that several different formulations for characterizing the impulse response of a system yield the same set of poles; (2) to show how different formulations regularize the ill-posed system identification problem; and (3) to demonstrate that relatively stable, consistent and reliable results in the identification of a system by poles and residues from a finite length input-output record can be achieved by the pencil-of-functions method.