Properties of linear continuous dynamical system transfer function parameters estimates obtained by the method of auxiliary variables

Article type: Research Article

Authors: Nemura, Antanas | Plukaitė, Danutė

Affiliations: Institute for Physical and Engineering Problems of Energy research, Lithuanian Academy of Sciences, 3684 Kaunas, Metalo St. 4, Lithuania

Abstract: The present paper considers a constant-parameter estimation algorithm for an analog transfer function by discrete observations of the object's input and output variables. The algorithm is based on supplementary variables and least-squares methods. It is assumed, that the order of the transfer function is known and the derivatives of the input and output variables are non-measurable. The supplementary variables and their derivatives are constructed from discrete observations of the input and output variables by applying a numerically realized analog filter. Investigation results for the estimate properties are presented. The results were obtained by the method of statistical simulation.

Keywords: transfer function, identification, parameter estimation, method of supplementary variables, least-square method, method of numerical simulation

DOI: 10.3233/INF-1991-2408

Journal: Informatica, vol. 2, no. 4, pp. 564-578, 1991