Identification of System Order and Parameter from Input-Output Data Corrupted by Noise
Memoirs of the Faculty of Engineering, Yamaguchi University Volume 29 Issue 1
Page 125-133
published_at 1978
Title
雑音に汚された入出力データからのシステム同定
Identification of System Order and Parameter from Input-Output Data Corrupted by Noise
Creators
Kawazoe Yasuhiro
Source Identifiers
A procedure is presented for identification of a multiple-input multiple-output linear discrete-time system whose input signals and output signals are corrupted by additive noise from the view point of canonical form. The approah is based on the correlation technique between input-output data from which the Markov parameter matrices are estimated when the system is driven by white input sequence. The system order is decided from the observability subindices (Kronecker invariants) which are identified by considering the rank conditions of the matrices composed of the estimates of the Markov parameters. Obtaining the observability subindices yields the identification of the system matrix and the input matrix with a pure algebraic method. The sequential calculating algorithm of the correlation of input-output data is presented for the purpose of saving computer memory and speeding up of calculation. Simulation results are shown to illustrate this overall identification method.
Languages
jpn
Resource Type
departmental bulletin paper
Publishers
山口大学工学部
Date Issued
1978
File Version
Version of Record
Access Rights
open access
Relations
[ISSN]0372-7661
[NCID]AN00244228
Schools
工学部