書誌事項
- タイトル別名
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- Estimation Procedure for Parameters of Transfer Function by Using Estimates of Autocorrelation Function of Measurement Noise
- カンソク ザツオン ノ ジコ ソウカン カンスウ ノ スイテイチ オ モチイタ
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This paper considers the problem of estimating the parameters, of the process transfer function G (z-1) by using the estimates of the noise autocorrelation function φv (l), from input data and output data containing colored measurement noise in the single-input/single-output linear discrete system. Based on the correlation analysis (instrumental variable (IV) method), a three-step estimation procedure is proposed, i. e.1st-step : an initial estimation of a transfer function model using N given by input, 2nd-step : an estimation of φv (l), and 3rd-step : a final estimation of parameters from the standpoint of the optimal IV estimation method. In the 2nd-step, the estimation for φv (l) is derived from solving simultaneous equations with relation between input/output correlation functions, G (z-1) and φv (l). Extending the input/output correlation information by selecting a model with higher order than the true order in the 1st-step, better estimates of the parameters of G (z-1) are obtained in the final step. The validity of our estimation procedure is demonstrated by computer simulations.
収録刊行物
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- システム制御情報学会論文誌
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システム制御情報学会論文誌 5 (6), 221-228, 1992
一般社団法人 システム制御情報学会
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詳細情報 詳細情報について
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- CRID
- 1390282680142547328
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- NII論文ID
- 10007399302
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- NII書誌ID
- AN1013280X
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- ISSN
- 2185811X
- 13425668
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- NDL書誌ID
- 3764568
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- データソース種別
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- JaLC
- NDL
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- CiNii Articles
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- 抄録ライセンスフラグ
- 使用不可
