Transactions of the Institute of Systems, Control and Information Engineers
Online ISSN : 2185-811X
Print ISSN : 1342-5668
An Identification Method for Single-Input Single-Output Linear Systems with White Noise Gain Function
Nobuo Komatsu
Author information
JOURNALS OPEN ACCESS

2018 Volume 31 Issue 9 Pages 336-345

Details
Abstract

A new algorithm is proposed to estimate parameters of Single-Input Single-Output system with white noise gain function. The algorithm is an expansion of the previously proposed algorithms proposed by the author with iterative estimation of the variances of noises. This algorithm uses an iterative calculation and it consists of two parts. One part is the estimation of the system parameters by use of the variances of input and output noises. The estimation of the system parameters is one of the least squares identification algorithms using eigenvector. The other part is the estimation of the variances of input and output noises using the white noise gain function of the identified system parameters. Some simulations show the effectiveness of the proposed method.

Information related to the author
© 2018 The Institute of Systems, Control and Information Engineers
Previous article
feedback
Top