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Methods And Applications Of Systems Identification, Allen Glenn Behring
Methods And Applications Of Systems Identification, Allen Glenn Behring
Doctoral Dissertations
"A "Schmidt filter" is proposed to compute an optimal orthonormal basis for a set of "noisy" filter input functions. Procedures for determining the transfer function and inverse transfer function of the filter are given. The Schmidt filter is applied to the problem of determining mathematical models of discrete, stationary, linear, dynamic systems for the case where measurements may be corrupted by noise of unknown statistics. The identification problem is reconsidered for the case where noise and signal moments are specified. Procedures are given which insure unbiased, adaptive estimates of system order and parameters for this case. These theoretical propositions are …