Automatica, Vol.75, 191-199, 2017
Frequency domain weighted nonlinear least squares estimation of parameter-varying differential equations
This paper presents a frequency domain identification technique for estimation of Linear Parameter Varying (LPV) differential equations. In a band-limited setting, it is shown that the time derivatives of the input and output signals can be computed exactly in the frequency domain, even for non-periodic inputs and parameter variations. The method operates in an errors-in-variables framework (noisy input and output), but the scheduling signal is assumed to be known. Under these conditions, the proposed estimator is proven to be consistent. (C) 2016 Elsevier Ltd. All rights reserved.