Identification of multiple-input transfer function models
- 1 January 1982
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 11 (3) , 297-314
- https://doi.org/10.1080/03610928208828236
Abstract
This paper proposes a procedure for transfer function identification (specification) based on least-squares estimates of transfer function weights using the original or filtered series. The corner method is then used to identify a parsimonious rational form of the transfer function. The procedure is illustrated in a simulated example; it is shown how this straightforward approach outperforms other identification methods such as Box and Jenkins' prewhitening and Haugh and Box1 double prewhitening techniques.Keywords
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