Optimal estimation of the parameters of linear periodically time-varying systems

被引：0
|
作者：
Kazlauskas, K [1 ]
机构：
[1] Vilnius Pedag Univ, Inst Math & Informat, LT-2021 Vilnius, Lithuania
来源：
INFORMATICA | 2003年 / 14卷 / 02期
关键词：
parameter estimation; least squares; block approach; linear periodically time-varying systems; numerical simulation;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper discusses the linear periodically time-varying (LPTV) system parameter estimation using a block approach. An block algorithm is proposed for optimal estimation of the parameters of LPTV system from the input sequence and the output sequence corrupted by additive Gaussianly distributed noise. In the proposed method, the least squares error criterion has been used. The algorithm provides a useful computational tool based on an appropriate theoretical foundation for parameter estimation of linear time-invariant (LTI) systems from input and output data. Simulation results are presented that demonstrate the performance of the approach.
引用
收藏
页码：213 / 222
页数：10
相关论文
共 50 条
  • [21] Optimum linear periodically time-varying filter
    Wei, D
    PROCEEDINGS OF THE TENTH IEEE WORKSHOP ON STATISTICAL SIGNAL AND ARRAY PROCESSING, 2000, : 123 - 126
  • [22] Identification of linear periodically time-varying systems using periodic sequences
    Yin, Wutao
    Mehr, Aryan Saadat
    2009 IEEE CONTROL APPLICATIONS CCA & INTELLIGENT CONTROL (ISIC), VOLS 1-3, 2009, : 1455 - 1459
  • [23] Optimum linear periodically time-varying filter
    Wei, Dong
    IEEE Signal Processing Workshop on Statistical Signal and Array Processing, SSAP, 2000, : 123 - 126
  • [24] Identification of Linear Periodically Time-Varying Systems Based on Hartley Series
    Lazaro, Isidro I.
    Alvarez, Alberto
    Anzurez, Juan
    WORLD CONGRESS ON ENGINEERING AND COMPUTER SCIENCE, WCECS 2012, VOL II, 2012, : 1222 - 1227
  • [25] INVERTIBILITY OF LINEAR PERIODICALLY TIME-VARYING FILTERS
    VETTERLI, M
    IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS, 1989, 36 (01): : 148 - 150
  • [26] STABILITY INVESTIGATION OF DISCONTINUOUS OR PERIODICALLY TIME-VARYING LINEAR-SYSTEMS
    FORSTER, U
    UNBEHAUEN, R
    ARCHIV FUR ELEKTROTECHNIK, 1974, 56 (01): : 45 - 49
  • [27] An algebraic approach to control design for systems with periodically time-varying parameters
    Matusu, Radek
    Prokop, Roman
    INTERNATIONAL JOURNAL OF AUTOMATION AND CONTROL, 2009, 3 (01) : 26 - 40
  • [28] OPTIMAL OVERTAKING CONTROL FOR LINEAR TIME-VARYING SYSTEMS
    ICHIKAWA, A
    INTERNATIONAL JOURNAL OF CONTROL, 1990, 51 (06) : 1425 - 1437
  • [29] OPTIMAL SMOOTHING IN IDENTIFICATION OF LINEAR TIME-VARYING SYSTEMS
    NORTON, JP
    PROCEEDINGS OF THE INSTITUTION OF ELECTRICAL ENGINEERS-LONDON, 1975, 122 (06): : 663 - 668
  • [30] Estimation of Nonparametric Harmonic Transfer Functions for Linear Periodically Time-Varying Systems Using Periodic Excitations
    Louarroudi, E.
    Pintelon, R.
    Lataire, J.
    Vandersteen, G.
    2011 IEEE INTERNATIONAL INSTRUMENTATION AND MEASUREMENT TECHNOLOGY CONFERENCE (I2MTC), 2011, : 699 - 704
12345