Wavelet Packet Based System Identification under Non-stationary Noise

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  • Akama Shun-ichi
    Graduate School of Information Science and Technology, the University of Tokyo
  • Shin Seiichi
    Department of Systems Engineering, the University of Electro-Communications

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  • Wavelet Packetを用いた非定常雑音下でのシステム同定
  • Wavelet Packet オ モチイタ ヒテイジョウ ザツオン カ デ ノ システム ドウテイ

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Abstract

This paper proposes a new method to identify parameters of an SISO DLTI system under non-white non-stationary gaussian stochastic noises, such as time varying colored noises. The method improves the estimation accuracy by prewhitening the noise with a linear time varying filter, which is derived from the wavelet packet analysis.

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