1999
DOI: 10.1109/19.816112
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A filter for on-line estimation of spectral content

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Cited by 10 publications
(6 citation statements)
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“…(b) Piecewise linear Box-Jenkins model: As the analysis, design, estimation, identification, and control of a nonlinear system are not mathematically intractable; a linear parameter-varying (LPV) model is used to approximate the nonlinear system [8][9][10][11][12]. Its output is a sum of the signal (true output), the unknown stochastic, disturbance and measurement noise.…”
Section: Main Contributions Of This Papermentioning
confidence: 99%
“…(b) Piecewise linear Box-Jenkins model: As the analysis, design, estimation, identification, and control of a nonlinear system are not mathematically intractable; a linear parameter-varying (LPV) model is used to approximate the nonlinear system [8][9][10][11][12]. Its output is a sum of the signal (true output), the unknown stochastic, disturbance and measurement noise.…”
Section: Main Contributions Of This Papermentioning
confidence: 99%
“…The inaccessible input u0false(kfalse) is assumed to be a smooth input such as a sum of sinusoids, relatively to uvfalse(kfalse) which exhibits random fluctuations, and u0false(kfalse), is extracted from ufalse(kfalse) using the frequency‐domain approach by exploiting their spectral characteristics such as the smooth waveform u0false(kfalse) having a smooth line‐spectra, while the noisy input uvfalse(kfalse) having a wildly‐varying spectra. The estimated true input, denoted by uest, is derived from the accessible input ufalse(kfalse) using a predictive analytics approach, involving an artificial intelligence or machine learning algorithm [12–14 ]. The estimated input uest then replaces the corrupted input ufalse(tfalse) in the rest of this Letter.…”
Section: Predictive Analytics Approachmentioning
confidence: 99%
“…The augmented state‐space model )(A,B,bold-italicEw,C termed as Box–Jenkins model [8, 14 ] is given by right leftthickmathspace.5embold-italicx(k+1)=bold-italicAbold-italicx(k)+bold-italicBunormalest(k)+Ewuw(k)y(k)=bold-italicCbold-italicx(k)+v(k) where x= ][1em4ptbold-italicxnormalsbold-italicxwRn, A= ][1em4ptbold-italicAnormals00bold-italicAwRn×n thinmathspace is a transition matrix; B= ][1em4ptbold-italicBs0Rnx1 is the input vector, bold-italicEw= ][1em4pt0bold-italicBwRn×1 is the disturbance entry vector and C= ][1em4ptbold-italicCsbold-i...…”
Section: Disturbance Modelmentioning
confidence: 99%
“…However, in practice the white noise assumption may not hold and the estimates generally suffer from bias. Further as the spectrum of the signal and the corrupting noise is generally unknown and may have their spectra practically coincident, a twostep approach given by Mallory and Doraiswami [15] was used to estimate the LPC, h. It should be emphasized that through this two-step approach, the estimate of h captures only the information pertaining to the signal and not the noise. Using the direct approach, it may be complicated to include both filtering while estimating the parameter recursively, especially when the spectra of the signal and the noise are unknown.…”
Section: Estimation Of the Circuit Parametersmentioning
confidence: 99%