Response function estimation from multi-input systems
type: Item
instance of: scholarly article
title: Response function estimation from multi-input systems
zbMATH Open document ID: 0820.62089
DOI: 10.1016/0307-904X(94)00021-W
author: T. Dewson
author: A. D. Irving
published in: Applied Mathematical Modelling
publication date: 1995-07-20T00:00:00Z
review text: A novel formalism to estimate the vector linear impulse response functions from the experimental data observed from a multi-input system, allowing for correlation between the inputs, is developed. Time series statistical moments are estimated from the data and are used as the basis of a set of simultaneous equations in the unknown response functions. These simultaneous equations are solved using standard matrix methods for the unknown linear response functions. This approach is an extension to one proposed by \textit{G. E. P. Box} and \textit{G. M. Jenkins} [Time series analysis: Forecasting and control. (1976; Zbl 0363.62069)]\ from the Yule-Walker equations. The ability of the technique to correctly estimate the response functions of a multi-input linear system to a high degree of accuracy is demonstrated, using a numerical example where the properties of the system are known and there is strong correlation between the input data. This novel technique is then used to estimate the response functions of the coupled convective and radiative processes, that act at the internal surface of the ceiling of an experimental building.
Mathematics Subject Classification ID: 62N99
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 772252
zbMATH Keywords: time series analysis
zbMATH Keywords: response function estimation
zbMATH Keywords: multi-input linear systems
zbMATH Keywords: vector linear impulse response functions
zbMATH Keywords: multi-input system
zbMATH Keywords: correlation
zbMATH Keywords: statistical moments
zbMATH Keywords: simultaneous equations
zbMATH Keywords: Yule-Walker equations
zbMATH Keywords: convective and radiative processes
MaRDI profile type: Publication
cites work: Q3847819
cites work: Q3323077
cites work: Q3716338
cites work: Stochastic sensitivity analysis
description: scientific article; zbMATH DE number 772252