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Sobota, J. and Schlegel, M. : LTI systems identification using generalized method of moments . Process control 2006, p. 1-12, University of Pardubice, Pardubice, 2006.


The classical method of moments uses a few first moments of the impulse response for identification of first or second order system with time delay. The presented method uses generalized moments, which are computed from the impulse response multiplied by a descending exponential. The result of this modification is that the identification utilizes only some initial part of the impulse response and therefore less experimental data is needed. The first three moments are combined with a priori information that the true system is in the form of chained first order lag systems. An exact process model is not determined this way, a model set is obtained. The main result is the explicit parametrization of the so-called extreme systems which form the model set boundary. These extreme systems can be used for successive robust controller design.

Detail of publication

Title: LTI systems identification using generalized method of moments
Author: Sobota, J. ; Schlegel, M.
Language: English
Date of publication: 13 Jun 2006
Year: 2006
Type of publication: Papers in proceedings of reviewed conferences
Title of journal or book: Process control 2006
Page: 1 - 12
ISBN: 80-7194-860-8
Publisher: University of Pardubice
Address: Pardubice
Date: 13 Jun 2006 - 16 Jun 2006
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LTI system identification, method of moments, impulse response, model set


 author = {Sobota, J. and Schlegel, M.},
 title = {LTI systems identification using generalized method of moments},
 year = {2006},
 publisher = {University of Pardubice},
 journal = {Process control 2006},
 address = {Pardubice},
 pages = {1-12},
 ISBN = {80-7194-860-8},
 url = {},