Whitening Residual Error Technique to Determine the Structure of VDE
Author(s): Zhang Zhiyong
Pages: 13-19
Year: 1988 Issue: 3
Journal: Control Theory & Applications
Keyword: VDE结构; 投影算子; 正交投影; 技术分析; 参数估计; 线性系统; 离散系统; 自相关函数; 外界噪声; 独立参数;
Abstract: When tnc residual - error methods REM are applied to deter-mine the structure indices from the contaminated observations for higher values of the noise-to-signal ratio, the estimated values of the structure indices are often larger than the actual values. After the reason of the drawback of REM is theoretically analysed withthe orthogonal projection technique, the whitening residual-error method WREM is proposed. The so-called whitening residual errors WRE can be produced from a whitening projection operator, which is formed easily. Not only will the structure of the system to be identified be determined accurately, but also the performance of the model with this structure will be predicted if the WREM isused.
Pages: 13-19
Year: 1988 Issue: 3
Journal: Control Theory & Applications
Keyword: VDE结构; 投影算子; 正交投影; 技术分析; 参数估计; 线性系统; 离散系统; 自相关函数; 外界噪声; 独立参数;
Abstract: When tnc residual - error methods REM are applied to deter-mine the structure indices from the contaminated observations for higher values of the noise-to-signal ratio, the estimated values of the structure indices are often larger than the actual values. After the reason of the drawback of REM is theoretically analysed withthe orthogonal projection technique, the whitening residual-error method WREM is proposed. The so-called whitening residual errors WRE can be produced from a whitening projection operator, which is formed easily. Not only will the structure of the system to be identified be determined accurately, but also the performance of the model with this structure will be predicted if the WREM isused.
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