Time Series Modeling for System Identification Based on Impulse Response
Yuan Pu
Abstract
Yuan Pu
Abstract
It is hard to get the systeme's white noise response in practical engineering,which is inconvenient to the modal identification of the system.Aimed to this problem,an auto regressive moving average time series(ARMA) method based on the impulse response was proposed.Utilizing the proportion relation of related function between the white noise response and impulse response,parameter equations were built on the related function of the impulse response and parameters of the model could be identified directly.This method avoided the inconvenience to gain the white noise response.Computer simulations verified the effectiveness of the method in the model identification.
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It is hard to get the systeme's white noise response in practical engineering,which is inconvenient to the modal identification of the system.Aimed to this problem,an auto regressive moving average time series(ARMA) method based on the impulse response was proposed.Utilizing the proportion relation of related function between the white noise response and impulse response,parameter equations were built on the related function of the impulse response and parameters of the model could be identified directly.This method avoided the inconvenience to gain the white noise response.Computer simulations verified the effectiveness of the method in the model identification.
Key concepts: Impulse response, White noise, System identification, Autoregressive–moving-average model, Frequency response, Infinite impulse response, Control theory (sociology), Impulse invariance