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Identification of FIR Systems with Color Noise
Oleh:
Luo, G. M.
;
Kwon, W. H.
;
Kimura, H.
Jenis:
Article from Article
Dalam koleksi:
Final Program and Book of Abstracts: The 4th Asian Control Conference, September 25-27, 2002 (Sep. 2002)
,
page 2020-2025.
Topik:
Identification
;
FIR Systems
;
Color Noise
Fulltext:
AC021277.PDF
(270.95KB)
Isi artikel
This paper considers the identification of stochastic discrete systems with color noise interference. Using the general prediction error (GPE) criterion the empirical frequency-domain optimal parameter (EFOP) estimate is established for the finite impulse response (FIR) systems interfered with color noise. The algorithm theoretically provides the global optimum of the model frequency-domain estimate. To illustrate the method’s reliability several simulation examples are included.
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