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2010
IEEE

On optimal input signal design for frequency response estimation

10 years 6 months ago
On optimal input signal design for frequency response estimation
This paper studies optimal input excitation design for parametric frequency response estimation. We will focus on least-squares estimation of Finite Impulse Response (FIR) models and minimum variance input design. The objective is to minimize the uncertainty of functions of the frequency response estimate at a given frequency. In particular, we are interested in estimating the H-norm of a stable linear system, that is the maximum of the absolute value of the corresponding frequency response. An asymptotic error variance expression for H-norm estimates is derived. The optimal input problem is formulated as a convex optimization problem in the second order statistics of the input signal. We analytically characterize the optimal solution for first order FIR systems, and do a numerical optimization study to obtain insights in the optimal solution for higher order models. We compare the optimal result to the case when a sinusoidal input signal, which gives the same accuracy, is used. For fi...
Bo Wahlberg, Håkan Hjalmarsson, Petre Stoica
Added 13 May 2011
Updated 13 May 2011
Type Journal
Year 2010
Where CDC
Authors Bo Wahlberg, Håkan Hjalmarsson, Petre Stoica
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