基于数据预滤波的Wiener模型识别

Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304) Pub Date : 1999-12-07 DOI:10.1109/CDC.1999.832850

C. T. Chou, M. Verhaegen

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引用次数: 2

摘要

数据预滤波，即用相同的标量滤波器对输入和输出数据进行滤波，是识别线性时不变系统的有用工具，但通常不适用于非线性系统的识别。我们证明，如果使用相关方法来识别非线性的Wiener模型，如果输入激励是高斯激励，则可以使用预滤波。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Identification of Wiener models with data pre-filtering

Data pre-filtering, i.e. filtering both the input and output data with an identical scalar filter, is a useful tool in the identification of linear time-invariant systems but is generally not applicable to nonlinear system identification. We show that, if the correlation approach is used to identify Wiener models, which are nonlinear, pre-filtering can be used if the input excitation is Gaussian.

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Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)

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