Technical Communique: Wavelet-Based Identification of Linear Discrete-Time Systems: Robustness Issue

Authors:
MILO DOROSLOVAKI;H. FAN;LEI YAO
Affiliations:
Department of EECS, The George Washington University, Washington DC, USA;Department of ECECS, University of Cincinnati USA;Department of EECS, The George Washington University, Washington DC, USA
Venue:
Automatica (Journal of IFAC)
Year:
1998

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Abstract

Discrete-time linear time-varying systems are modeled by discrete-time wavelets. The output of the unknown system is corrupted by noise. The system model parameters are estimated by the least-squares method applied to the output error. Conditions are derived that provide vanishing influence of the output noise to the parameter estimates. Due to the time-frequency selectivity of wavelets, parameter estimates can be robust to narrow-band noise and/or impulse noise. This robustness is confirmed by simulations.