PRONY BASED METHODS FOR SIMULTANEOUS IDENTIFICATION OF TRANSFER-FUNCTIONS AND INITIAL CONDITIONS

This work extends previous results on transfer function identification using methods based on Prony signal analysis. With the Prony based me thod of this paper, input signals are piecewise continuous and are cha racterized by sets of input eigenvalues between points of discontinuit y. Previously developed Prony based methods for transfer function iden tification are limited in terms of the class of input signals consider ed. The advantage of the more general input form of this paper is that it can be tailored to excite system modes in frequency ranges of inte rest. In addition to generating system eigenvalues and transfer functi on residues, the approach also can be used to obtain a feedthrough gai n and initial condition residues. In the first phase of the solution, system eigenvalues are estimated; and in the second phase, transfer fu nction residues and initial condition residues are estimated. Methods of model order selection also are described, and a detailed example wi th noise included is given to illustrate the approach.