Identification of Linear Time-Invariant Systems under Periodic Disturbance with its Estimation

Abstract

In this paper, we propose a new method for identification of linear time-invariant systems and estimation of unknown periodic disturbance. We assume that a disturbance to be considered here is unknown except its period. In this method, by stacking not only the unknown coefficients of a mathematical model but also the unknown disturbance as a parameter vector, we modify the equation error method so as to treat the unknown disturbance in the identification scheme. Particularly, we also explain how the periodicity of the disturbance is utilized. In order to show the validity of this method, we give an illustrative numerical example.