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Home Courses System Identification and Parameter Estimation Course materials Lectures Assignment 1 & Perturbation Signal Design

Assignment 1 & Perturbation Signal Design

Course subject(s) 04. Assignment 1 & Perturbation Signal Design

This lecture will first explain the answers of Assignment 1 and then sources for error in estimators and ways to improve the estimation will be discussed.

In most cases system identification is a battle against noise. One should try to decrease the power of the noise and/or increase the power of the signal. Several methods exist to boost the power of the signal and such improve the signal-to-noise ratio (SNR). However random signals always introduce leakage, an effect of the observation time and resulting discrete frequency resolution. Multisine signals are composed of multiple sines. These deterministic signal do not introduce leakage and as the power is distribute over a limited number of frequencies the power per frequency can be high. With cresting, a technique to minimize the ratio between the outliers of the time and the standard deviation of the signal, the power can  even be further increased. And the effect of the input signal on the system identification procedure is discussed.

Assignment 1

Readings

Book: Pintelon & Schoukens

  • Chapter 2: all
  • Chapter 4: all

Files

Lecture 4 - Perturbation_Signal_Design
Lec4_MFiles.zip
SIPE_Assignment_1
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Based on a work at https://ocw.tudelft.nl/courses/system-identification-and-parameter-estimation/.
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