• 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