On Recursive identification of linear and non-linear systems: case of coloured noise
作者:
R. M. PRASAD,
A. K. SINHA,
期刊:
International Journal of Systems Science
(Taylor Available online 1976)
卷期:
Volume 7,
issue 12
页码: 1435-1442
ISSN:0020-7721
年代: 1976
DOI:10.1080/00207727608942016
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Recursive identification algorithms based on least square estimation procedure have been presented for both linear and a class of nonlinear systems. The linear system is represented by an impulse response model while the non-linear system is a cascade combination of a. linear part and u zero memory non-linear part. It has been shown that even in the presence of coloured noise, for the model selected, ordinary least square estimation gives unbiased estimates of the system parameters. Results are illustrated through suitable numerical examples.
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