ROBUST IDENTIFICATION OF TRANSFER-FUNCTIONS IN THE S-DOMAINS AND Z-DOMAINS

A frequency-domain maximum likelihood estimator (MLE) to estimate the transfer function of linear continuous-time systems has already been developed in [1]. It assumes independent Gaussian noise on both the input and the output coefficients. In this paper these results are extended to linear discrete-time systems. It is demonstrated that most of the properties of the estimator remain unchanged when it is applied to measured input and output Fourier coefficients corrupted with non-Gaussian errors. A robust Gaussian frequency-domain estimator results from this. It is very useful for the practical identification of linear systems. The theoretical results are verified by simulations and experiments. © 1990 IEEE