Fast identification of linear systems in the presence of input and output noises

Author

Zheng, Wei Xing

Author_Institution

Sch. of Quantitative Methods & Math. Sci., Univ. of Western Sydney, NSW, Australia

Volume

1

fYear

2002

fDate

26-30 Aug. 2002

Firstpage

9

Abstract

The paper proposes a fast identification method for linear systems in the presence of input and output noise. The proposed method entails a new scheme that makes use of added information regarding the identified system so that a better estimate of the unknown variances of the input and output noise can be attained in a quicker manner during the iterative estimation process. Simulations demonstrate that the proposed method can converge at a faster rate towards the true system parameters and the accuracy of the parameter estimates can also be raised.

Keywords

control theory; convergence of numerical methods; iterative methods; linear systems; parameter estimation; random noise; signal processing; transfer functions; communications; control systems; input noise; iterative estimation; linear system identification method; output noise; parameter estimation; signal processing; transfer function; variances; Communication system control; Control system synthesis; Equations; Iterative methods; Linear systems; Noise cancellation; Parameter estimation; Process control; Transfer functions; White noise;

fLanguage

English

Publisher

ieee

Conference_Titel

Signal Processing, 2002 6th International Conference on

Print_ISBN

0-7803-7488-6

Type

conf

DOI

10.1109/ICOSP.2002.1180970

Filename

1180970