DocumentCode :
806755
Title :
Impulse response determination using derivatives of correlation function
Author :
Kashiwagi, H. ; Nadayoshi, K.
Author_Institution :
Kumamoto University, Kumamoto, Japan
Volume :
16
Issue :
5
fYear :
1971
fDate :
10/1/1971 12:00:00 AM
Firstpage :
468
Lastpage :
471
Abstract :
In this short paper, a new method of system identification is proposed in which the impulse response of a system is determined from a linear combination of the derivatives of the cross-correlation function between an input and the corresponding output of the system. This method is particularly simple when the autocorrelation function \\phi_{xx}(\\tau ) of the input is an exponential or a triangular function of the variable tau. This method merely requires the autocorrelation function to be undifferentiable at some points in the sense of usual functions. Essentially, the method utilizes the δ-functions appearing when \\phi_{xx}(\\tau ) is differentiated in the sense of the distribution, or the generalized function proposed by Schwartz. Results of experiments by computer simulation showed good agreement with the theoretical considerations.
Keywords :
Correlation methods; System identification; Adaptive systems; Autocorrelation; Computer simulation; Control systems; Correlation; Kalman filters; Learning systems; Production engineering; Signal processing; Temperature;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1971.1099788
Filename :
1099788
Link To Document :
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