• 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