Parametric identification of two-port models in the frequency domain

The authors treat the problem of parametric estimation of linear time-invariant dynamic two-port models (e.g. the short-circuit admittance matrix) from experimental data. A multivariate frequency-domain Gaussian maximum likelihood estimator is proposed to estimate the unknown coefficients occurring in the rational two-port model. It takes the perturbing noise of all the measured voltages and currents into account. The covariance matrix of the noise is assumed to be known, e.g. from measurements. The estimates and their covariance matrix are obtained as the result of an optimization procedure. The value of the minimized loss function and the covariance matrix of the estimates can be used to determine the model structure. The ability of the estimator to handle real measurement problems is demonstrated by means of experimental results. Using the estimated two-part parameters of an unloaded band-pass filter, it was possible to predict the transfer function of the loaded filter within an error of +or-0.01 dB on the magnitude and +or-0.1 degrees on the phase. >

[1]  J. Schoukens,et al.  Robust identification of transfer functions in the s- and z-domains , 1990 .

[2]  Kwang-joon Kim,et al.  Vector ARMAX modeling approach in multi-input modal analysis , 1989 .

[3]  J. Schoukens,et al.  Modeling the noise influence on the Fourier coefficients after a discrete Fourier transform , 1986, IEEE Transactions on Instrumentation and Measurement.

[4]  A. Iserles,et al.  The State of the art in numerical analysis : proceedings of the Joint IMA/SIAM Conference on the State of the Art in Numerical Analysis held at the University of Birmingham, 14-18 April 1986 , 1987 .

[5]  J. Schoukens,et al.  On the Limits of Order Estimation , 1988 .

[6]  Rik Pintelon,et al.  Measurement of frequency response functions in noisy environments , 1990, 7th IEEE Conference on Instrumentation and Measurement Technology.

[7]  David R. Brillinger,et al.  Time Series: Data Analysis and Theory. , 1982 .

[8]  J. Schoukens,et al.  On the use of signals with a constant signal-to-noise ratio in the frequency domain , 1990 .

[9]  R. A. Speciale A Generalization of the TSD Network-Analyzer Calibration Procedure, Covering n-Port Scattering-Parameter Measurements, Affected by Leakage Errors , 1977 .

[10]  J. Schoukens,et al.  Description of a parametric maximum likelihood estimator in the frequency domain for multi-input, multi-output systems and its application to flight flutter analysis , 1990 .

[11]  Steven Kay,et al.  Modern Spectral Estimation: Theory and Application , 1988 .

[12]  E. C. Levy Complex-curve fitting , 1959, IRE Transactions on Automatic Control.

[13]  L. Gleser Estimation in a Multivariate "Errors in Variables" Regression Model: Large Sample Results , 1981 .

[14]  Irving S. Reed,et al.  On a moment theorem for complex Gaussian processes , 1962, IRE Trans. Inf. Theory.

[15]  Norman Balabanian,et al.  Electrical Network Theory , 1969 .

[16]  J. Schoukens,et al.  A maximum likelihood estimator for linear and nonlinear systems-a practical application of estimation techniques in measurement problems , 1988 .