脉冲响应函数辨识的随机A—最优输入设计及其渐近性质

STOCHASTIC A-OPTIMAL INPUT DESIGN FOR IDENTIFYING THE IMPULSE RESPONSE FUNCTIONS OF SISO SYSTEMS AND THE ASYMPTOTIC PROPERTIES

本文研究了相关噪声下线性离散SISO系统脉冲响应函数辨识的随机A-最优输入设计及其统计特性.

This paper studies the stochastic A-optimal input designs for identifying the impulse response functions of linear time-discrete SISO systems and the identification statistic properties in face of coloured noise.