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Mixed model identification for linear time‐invariant systems with mixed noises in frequency domain

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In this paper, we present a new method for frequency domain identification of discrete linear time‐invariant systems. We take consideration of the case where the output noises are mixed or… Click to show full abstract

In this paper, we present a new method for frequency domain identification of discrete linear time‐invariant systems. We take consideration of the case where the output noises are mixed or unknown. In order to deal with this problem, a new mixed model structure is used correspondingly. The augmented Lagrangian method (ALM) is combined in selection of poles for the shifted Cauchy kernels to get solutions to the optimal problem. Simulations show the proposed method can get efficient approximation to the original systems.

Keywords: linear time; mixed model; invariant systems; frequency domain; time invariant

Journal Title: Mathematical Methods in the Applied Sciences
Year Published: 2019

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