基于小波变换的含噪系统辨识

NOISY SYSTEM IDENTIFICATION BASED ON WAVELET

摘要: 提出了基于小波变换的含噪声系统辨识方法（COR WT LS“三步法”，即“互相关函数—小波变换—最小二乘”）．COR WT LS法不仅参数估计值与真实值接近，而且具有较好的预报性能．仿真研究显示，当系统输出的噪信比很高时，该方法仍能获得较准确的参数估计．

Abstract: This paper proposes a noisy system identification scheme based on wavelet, simulations show the advantages of this method, especially for colored noise correlative with process output. When the noise signal ratio is high, the method can still achieve accurate parameter estimation results.