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Identifiablity and Identification Algorithms for Non-minimum-phase Linear Systems--non-stationary Input Case
非最小相位线性系统的可辨识性及辨识方法——非平稳输入

Keywords: stochastic systems,system identification,deconvolution
系统辨识
,反褶积,线性系统,可辨识性

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Abstract:

This paper discusses the identifyability and identification algorithms for the non-minimum-phase linear system with unmeasurable non-stationary input. General results are given and are compared with the conclusions under stationary inputs. If the initial state of the system is zero and the input is one-sided white noise, the input and output of the system are approximately stationary. This is a special case for non-stationary processes. The results obtained for this special case solving are more practical for solving the problem of the unique recovery of the impulse response from amplitude spectrum.

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