TY - JOUR
T1 - Extending the Best Linear Approximation Framework to the Process Noise Case
AU - Schoukens, Maarten
AU - Pintelon, Rik
AU - Dobrowiecki, Tadeusz
AU - Schoukens, Joannes
PY - 2020/4/1
Y1 - 2020/4/1
N2 - The best linear approximation (BLA) framework has already proven to be a valuable tool to analyze nonlinear systems and to start the nonlinear modeling process. The existing BLA framework is limited to systems with additive (colored) noise at the output. Such a noise framework is a simplified representation of reality. Process noise can play an important role in many real-life applications. This paper generalizes the best linear approximation framework to account also for the process noise, both for the open loop and the closed-loop setting, and shows that the most important properties of the existing BLA framework remain valid. The impact of the process noise contributions on the robust BLA estimation method is also analyzed.
AB - The best linear approximation (BLA) framework has already proven to be a valuable tool to analyze nonlinear systems and to start the nonlinear modeling process. The existing BLA framework is limited to systems with additive (colored) noise at the output. Such a noise framework is a simplified representation of reality. Process noise can play an important role in many real-life applications. This paper generalizes the best linear approximation framework to account also for the process noise, both for the open loop and the closed-loop setting, and shows that the most important properties of the existing BLA framework remain valid. The impact of the process noise contributions on the robust BLA estimation method is also analyzed.
UR - http://www.scopus.com/inward/record.url?scp=85082749654&partnerID=8YFLogxK
U2 - 10.1109/TAC.2019.2923038
DO - 10.1109/TAC.2019.2923038
M3 - Article
VL - 65
SP - 1514
EP - 1524
JO - IEEE Transactions on Automatic Control
JF - IEEE Transactions on Automatic Control
SN - 0018-9286
IS - 4
M1 - 8736761
ER -