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Title: Least-squares periodic signal modeling using orbits of nonlinear ODEs and fully automated spectral analysis
Authors: Abd-Elrady, E ×
Schoukens, Joannes #
Issue Date: May-2005
Publisher: Pergamon-elsevier science ltd
Series Title: Automatica vol:41 issue:5 pages:857-862
Abstract: Periodic signals can be modeled by means of second-order nonlinear ordinary differential equations (ODEs). The right-hand side function of the ODE is parameterized in terms of known basis functions. The least-squares algorithm developed for estimating the coefficients of these basis functions gives biased estimates, especially at low signal-to-noise ratios. This is due to noise contributions to the periodic signal and its derivatives evaluated using finite difference approximations. In this paper a fully automated spectral analysis (ASA) technique is used to eliminate these noise contributions. A simulation study shows that using the ASA technique significantly improves the performance of the least-squares estimator. (c) 2005 Elsevier Ltd. All rights reserved.
URI: 
ISSN: 0005-1098
Publication status: published
KU Leuven publication type: IT
Appears in Collections:ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics
× corresponding author
# (joint) last author

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