Identification of a linear time-varying system using Haar wavelet

Authors:
S. J. Park;K. J. Kim;S. W. Nam
Affiliations:
Department of Electronics and Computer Engineering, Hanyang University, Seoul, Korea;Department of Electronics and Computer Engineering, Hanyang University, Seoul, Korea;Department of Electronics and Computer Engineering, Hanyang University, Seoul, Korea
Venue:
SIP'08 Proceedings of the 7th WSEAS International Conference on Signal Processing
Year:
2008

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Elements of Wavelets for Engineers and Scientists

Elements of Wavelets for Engineers and Scientists
Wavelet-based linear system modeling and adaptive filtering

IEEE Transactions on Signal Processing

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Abstract

In this paper, Haar wavelet based identification of a continuous-time linear time-varying (LTV) system is proposed. For that purpose, input and output data are analyzed to derive an algebraic equation, leading to estimation of Haar wavelet coefficients for the impulse response. Finally, it is demonstrated that an LTV system can be effectively identified by solving the algebraic equation and by synthesizing the time-varying impulse response from the estimated wavelet coefficients.