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Parameter Identification Using The Nelder?€“Mead Simplex Algorithm For Low Signal-To-Noise Ratio Systems In A Frequency Domain, Chyun-Chau Fuh, Hsun-Heng Tsai

Journal of Marine Science and Technology

Parameter identification algorithms are very fundamental techniques in system engineering practices. For example, estimating the parameters of the AutoRegresive model with an eXternal input or AutoRegresive Moving-Average model with an eXternal input by using the least squares (LS) method has become a standard approach. However, the estimated parameters may generate extremely erroneous results when the signal is disturbed by large noise, which cannot be effectively filtered. If a frequency response method that scatters the power of a broadband noise over different frequencies is adopted, the effect of noise on the estimated parameters would be relatively reduced. Moreover, estimating whether the …