A new approach for identifying noisy input-output FIR models

被引:3
|
作者
Diversi, Roberto [1 ]
Guidorzi, Roberto [1 ]
Soverini, Umberto [1 ]
机构
[1] Univ Bologna, Dept Elect Comp Sci & Syst, I-40136 Bologna, Italy
关键词
D O I
10.1109/ISCCSP.2008.4537473
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper proposes an efficient algorithm for identifying FIR models when also the input is assumed as affected by additive noise. This procedure is more accurate than instrumental variables approaches and, differently from total least squares, does not require the a priori knowledge of the ratio between the input and output noise variances. The accuracy of the whole procedure has been tested by means of Monte Carlo simulations and compared with that of compensated and total least squares ones.
引用
收藏
页码:1548 / 1552
页数:5
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