Automatica, Vol.39, No.4, 661-668, 2003
Optimal spectral resolution in system identification
An optimisation approach to dynamic model identification is considered for frequency-response techniques. Identification accuracy is provided via optimal spectral resolution using a priori information. The optimal resolution is sought at each frequency using computer graphics in order to provide a compromise between bias and variance of the spectral estimates. The estimation procedure is demonstrated with simulation examples. (C) 2003 Elsevier Science Ltd. All rights reserved.