METHOD OF IDENTIFYING A SYSTEM WITH NOISY INPUT AND OUTPUT

摘要

PURPOSE: A method for identifying a system with an input and output noise is provided to use the standard deviation information of the input and output noise in an actual system by accurately estimating the standard deviation of the input and output noise. CONSTITUTION: A volterra identification model of a nonlinear system is constructed by considering an input noise(S200). The standard deviation of the input noise is estimated by using an output function(S202). A bias is obtained by using the standard deviation of the estimated input noise(S204). A specific vector of a nonlinear system is obtained by compensating the bias from the output function(S206). The standard deviation of the output noise is estimated by using the specific vector and the standard deviation of the estimated input noise(S208).