Title :
Synthesis of input signals for parameter identification using moving-average filter
Author_Institution :
Monash University, Department of Electrical Engineering, Melbourne, Australia
fDate :
12/1/1979 12:00:00 AM
Abstract :
A moving-average filter is used to generate input signals for system identification. This has enabled the development of an efficient numeric algorithm and also some sufficiency results for a stationary point of the filter parameters. These sufficiency results give simple design equations for the design of identification experiments with an output-power constraint. A theoretical result for autoregressive systems is also given and used to interpret the numeric examples.
Keywords :
filtering and prediction theory; optimisation; parameter estimation; autoregressive systems; design equations; input signals synthesis; moving average filter; numeric algorithm; parameter identification;
Journal_Title :
Electrical Engineers, Proceedings of the Institution of
DOI :
10.1049/piee.1979.0231
