New identification approaches for disturbed models (Q1400943)
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scientific article; zbMATH DE number 1965018
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| English | New identification approaches for disturbed models |
scientific article; zbMATH DE number 1965018 |
Statements
New identification approaches for disturbed models (English)
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17 August 2003
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The time-domain and the frequency domain estimates are combined to identify the autoregressive exogenous noise interference model. The concept of a general prediction error criterion is introduced for the time-domain estimate, and an optimal frequency estimation is proposed for the frequency domain estimate. An identification method, called the empirical frequency-domain optimal parameter estimate, is suggested for disturbed systems. The algorithm provides the global optimum frequency-domain estimate of the model. Some simulations illustrate the identification method.
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System identification
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General prediction error
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Empirical frequency-domain
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optimal parameter estimates
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Disturbed model
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Optimal frequency-domain estimation
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autoregressive exogenous noise interference model
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0.7636630535125732
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0.7533048987388611
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0.7514697313308716
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0.7513032555580139
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