System identification by ARMA modeling
By: Paul S. Dal Santo
Contributors: Naval Postgraduate School (U.S.)
Publisher: Naval Postgraduate School
Published: 1988
Place of publication: Monterey, California
Language: eng
Number of pages: 74
Subjects: Electrical and computer engineering
Description: System identification concerns the mathematical modeling of a system based upon its input and output. It allows the development of a mathematical description when all that is available is the result of a process or the output of a system and not the process or system itself. The purpose of this thesis is to develop algorithms for modeling systems as autoregressive-moving-average processes using the method of instrumental variables, a modification of the ordinary least-squares technique, and a multichannel method based upon processing the input and output data by separate infinite-response filters. The methods developed are tested by computer simulation using several second and third-order test cases and the results are presented.
Notes: Thesis advisor(s): Tummala, Murali.

"September 1988."

Thesis (M.S. in Electrical Engineering)--Naval Postgraduate School, September 1988.

Includes bibliographical references (p. 73).

"Approved for public release, distribution unlimited-Cover."

US Coast Guard (USCG) author.