Abstract

We consider the problem of estimating the impulse characteristic of a linear time-invariant discrete-time dynamical system, using data on its input and output signals. We propose versions of estimation methods for asymptotically stable dynamical systems in the context of various approaches to the presentation of parametric uncertainty, including approaches based on the interval analysis and the fuzzy set theory. A comparative analysis and numerical illustration of the methods are presented.

中文翻译：

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估计动力系统脉冲特性的统计和非统计方法

摘要

我们考虑使用输入和输出信号上的数据来估计线性时不变离散时间动力系统的脉冲特性的问题。我们在各种表示不确定性的方法（包括基于区间分析和模糊集理论的方法）的背景下，提出了渐近稳定动力系统的估计方法的版本。给出了方法的比较分析和数值说明。