ЗАДАЧІ ІДЕНТИФІКАЦІЇ ЛІНІЙНИХ СТАЦІОНАРНИХ СИСТЕМ. ЧАСТИНА 1. МЕТОД ПРОНІ

The review of algorithms of solving of one of the simplest identification problems, which however has multiple applications, namely the problem of parameters determination of linear stationary system with continuous time by the results of transient process registration in this system in discrete ins...

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Bibliographic Details
Date:2025
Main Authors: Larin, V.B., Apostolyuk, A.S.
Format: Article
Language:English
Published: V.M. Glushkov Institute of Cybernetics of NAS of Ukraine 2025
Online Access:https://jais.net.ua/index.php/files/article/view/578
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Journal Title:Problems of Control and Informatics

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Problems of Control and Informatics
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Summary:The review of algorithms of solving of one of the simplest identification problems, which however has multiple applications, namely the problem of parameters determination of linear stationary system with continuous time by the results of transient process registration in this system in discrete instants is presented. The order of the system is assumed to be known. The registration error is modelled by means of retention of fixed number of significant digits after decimal point only. The considered algorithms are based on the idea of Prony’s method on the decomposition of general identification problem to the problem of exponent power determination and subsequent finding of the amplitudes of corresponding modes. It’s noticed that in Prony’s method and in matrix pencil method the decomposition is realised by means of conversion from the system with continuous time to the corresponding system with discrete time. Subsequent (inversed) transition from the system with the discrete time to the system with continuous one in turn can cause the additional errors of parameters estimation of initial system with continuous time.