System identification by ARMA modeling
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Authors
Dal Santo, Paul S.
Subjects
System identification
ARMA
Multichannel
Instrumental variable
ARMA
Multichannel
Instrumental variable
Advisors
Tummala, Murali
Date of Issue
1988-09
Date
September 1988
Publisher
Monterey, California. Naval Postgraduate School
Language
en_US
Abstract
System identification concerns the mathematical modeling of a system based upon its input and output. It allows the development of a mathematical description when all that is available is the result of a process or the output of a system and not the process or system itself. The purpose of this thesis is to develop algorithms for modeling systems as autoregressive-moving-average processes using the method of instrumental variables, a modification of the ordinary least-squares technique, and a multichannel method based upon processing the input and output data by separate infinite-response filters. The methods developed are tested by computer simulation using several second and third-order test cases and the results are presented
Type
Thesis
Description
Series/Report No
Department
Department of Electrical and Computer Engineering
Organization
Naval Postgraduate School (U.S.)
Identifiers
NPS Report Number
Sponsors
Funder
Format
Citation
Distribution Statement
Approved for public release; distribution is unlimited.
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.