Performance of multi-innovation identification for attenuating excitation of stochastic systems
Deyun Xiao · Journal of Tsinghua University(Science and Technology) · 2001
Multi innovation identification is an effective method of estimating the parameters of time invariant systems and time varying systems and can overcome the effect of bad data on parameter estimation and has strong robustness. The attenuating excitation signal is defined and the performance of multi innovation identification for stochastic systems, using stochastic process theory, is analyzed for the attenuating excitation condition. The results indicate that the convergence of the parameter estimation is guaranteed by choosing the design variable and that the mean squares parameter estimation error converges to zero when the attenuating index is less than 1/4.