A Study on Robust Identification in the Presence of Noise

Abstract

In this paper, robust identification of discrete time systems in time domain is studied. An approach is proposed to estimate the nominal model, minimizing the errors, with iterative computation on numerator and donominator. Methods are proposed to reduce the influence of noise on the proposed scheme. Numerical study shows effectiveness of these methods for idenifying characteristics in low frequency range of systems in the presence of noise.