DocumentCode
813017
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
Volume
18
Issue
5
fYear
1973
fDate
10/1/1973 12:00:00 AM
Firstpage
551
Lastpage
552
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1973.1100400
Filename
1100400
Link To Document