Time-Domain H Identification

Y. Theodor, U. Shaked and N. Berman

Abstract

The problem of parameter identification, for single-input, single-output, ARX systems, is considered. Recent results in H- nonlinear filtering are used to formulate a nonlinear H
time-domain prediction-error-modelling (PEM) identification method. The performance of the new method is guaranteed by a preassigned bound on the ratio between the energy of the prediction error of the obtained model, and the energy of the exogenous disturbances. The potential usefulness of the H time-domain identification method is illustrated by a numerical example.

Return to:
[ Uri Shaked's Articles | Uri Shaked's Home Page | Faculty of Engineering ]

Please send comments or questions about this page to: < webmaster@eng.tau.ac.il>

Last modified: Mon Mar 10 09:32:22 1997