Unbiased Discrete Linear System Identification in a Noisy Environment
An optimal filter is proposed to compute a basis of a set of "noisy" filter input functions for the case where signal and noise statistics are specified. Procedures for determining the filter transfer function and the transfer function of a restoring filter are given. The filter is then applied to the problem of minimum-order mathematical modeling of discrete, multi-variable, dynamic systems in noisy environments. It is shown that the resulting estimates of system order and system parameters are unbiased.
A. G. Behring and V. J. Flanigan, "Unbiased Discrete Linear System Identification in a Noisy Environment," Adv Instrumparts, Adv Instrumparts, Jan 1974.
Mechanical and Aerospace Engineering
Keywords and Phrases
Article - Journal
© 1974 Adv Instrumparts, All rights reserved.