Non-Parametric Best Linear Time Invariant Approximation of a Linear Time-Varying System

John Lataire, Ebrahim Louarroudi, Rik Pintelon

Research output: Chapter in Book/Report/Conference proceedingConference paper

7 Citations (Scopus)

Abstract

The consequences of estimating the frequency response function of a continuous-time, linear time-varying (LTV) system with tools for linear time invariant (LTI) systems are studied. To this end, the best linear time invariant approximation of an LTV system is defined, and is related to a general model for LTV systems. A recently introduced frequency response function estimation method for LTI systems is used to compute the best linear time invariant approximation, the properties of which are discussed. An analysis of the residual error specifies whether the system under consideration is time-varying or not. Also, the frequency band where the contributions from the time variation are higher than the noise floor is determined. All concepts are illustrated on simulation examples.
Original languageEnglish
Title of host publicationI2MTC 2012, IEEE International Instrumentation and Measurement Technology Conference, Graz, Austria, May 13-16, 2012
Pages1050-1055
Number of pages6
Publication statusPublished - 13 May 2012
EventIEEE International Instrumentation and Measurement Technology Conference, I2MTC 2012 - Graz, Austria
Duration: 13 May 201216 May 2012

Conference

ConferenceIEEE International Instrumentation and Measurement Technology Conference, I2MTC 2012
Country/TerritoryAustria
CityGraz
Period13/05/1216/05/12

Keywords

  • Linear Time-Varying System
  • Non-Parametric
  • Best Linear Time Invariant Approximation

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  • DWTC282: Dynamical systems, control and optimization

    Pintelon, R., Vandewalle, J., Aeyels, D., Sepulchre, R., Kinnaert, M., Vande Wouwer, A., Blondel, V., Winkin, J., Boyd, S. & Leonard, N.

    1/04/1230/09/17

    Project: Fundamental

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