Abstract
This paper deals with the estimation of an unknown process transfer function in the presence of colored measurement noise. A three-step estimation procedure has been previously developed for transfer functions, the delay steps and the orders of which are known in advance. The procedure is extended to deal with transfer functions with unknown delay steps and orders. The auto-correlation function of the error between the process output and model output is utilized for evaluating the model fitness. The effectiveness of the proposed method is demonstrated by a simulation study using a sample set of data in MATLAB.
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