Title :
Discrete-time system identification by the correlation method
Author :
Funahashi, Yasuyuki ; Nakamura, Kahei
Author_Institution :
Dept. of Mechanical Engineering, Nagoya Institute of Technology, Nagoya, Japan
fDate :
10/1/1973 12:00:00 AM
Abstract :
The pseudorandom binary sequence is applied to the parameter estimation of discrete-time systems. The proposed method, based on the correlation analysis, gives a computationally simple and effective way of parameter estimation. The estimates of the parameters are shown to be asymptotically unbiased.
Keywords :
Correlation methods; Linear systems, time-invariant discrete-time; Parameter estimation; Analysis of variance; Binary sequences; Computational modeling; Correlation; Eigenvalues and eigenfunctions; Gaussian noise; Maximum likelihood estimation; Parameter estimation; Power system modeling; System identification;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1973.1100400
