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
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
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.
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
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
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