| Identification of linear continuous-time system using wavelet modulating filters |
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| 作者姓名： | 贺尚红 钟掘 |
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| 基金项目： | This project was supported by China Postdoctoral Science Foundation (2003034466)，Scientific Research Fund of Hunan Provincial Education Department (02B032). |
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| 摘 要： | An approach to identification of linear continuous-time system is studied with modulating functions. Based on wavelet analysis theory, the multi-resolution modulating functions are designed, and the corresponding filters have been analyzed. Using linear modulating filters, we can obtain an identification model that is parameterized directly in continuous-time model parameters. By applying the results from discrete-time model identification to the obtained identification model, a continuous-time estimation method is developed. Considering the accuracy of parameter estimates, an instrumental variable (Ⅳ) method is proposed, and the design of modulating integral filter is discussed. The relationship between the accuracy of identification and the parameter of modulating filter is investigated, and some points about designing Gaussian wavelet modulating function are outlined. Finally, a simulation study is also included to verify the theoretical results.
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Identification of linear continuous-time system using wavelet modulating filters |
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| Abstract: | An approach to identification of linear continuous-time system is studied with modulating functions. Based on wavelet analysis theory, the multi-resolution modulating functions are designed, and the corresponding filters have been analyzed. Using linear modulating filters, we can obtain an identification model that is parameterized directly in continuous-time model parameters. By applying the results from discrete-time model identification to the obtained identification model, a continuous-time estimation method is developed. Considering the accuracy of parameter estimates, an instrumental variable(V) method is proposed, and the design of modulating integral filter is discussed. The relationship between the accuracy of identification and the parameter of modulating filter is investigated, and some points about designing Gaussian wavelet modulating function are outlined. Finally, a simulation study is also included to verify the theoretical results. |
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| Keywords: | parameter estimation modulation function continuous-time system wavelet Gaussian function |
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