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№1(120) January - March 2026

The formation of the correlated noises

Issue No 1 (87) January - March 2017
Authors:

Troshina G.V. ,
DOI: http://dx.doi.org/10.17212/2307-6879-2017-1-53-63
Abstract
The modeling results of the second order dynamic object with two unknown parameters in the Simulink environment for a case when Gaussian noises are in dynamicmodel and measurement model are given in this work. The dynamic parameters modeling with use of the least-squares method recurrent scheme is organized in the form of several blocks.The multilayered structure where blocks of each level reflect the main operations foran dynamic parameters estimation algorithm allows to represent the identification process compactly. The dynamic object modeling in the Simulink environment is executed for a continuous case and discrete case. The calculations connected with the dynamic system transformation in the state-space are executed in the MatLab environment. The sequence of carrying out transformations for the input and output data is formed in the separate block. The input signal like a meander is modelledwithin the active identification method. The estimation results of the dynamic object unknown parameters are brought to indicators and the schedules construction is carried out. The special block is organizedfor the strengthening coefficient calculation which is used in the least-squares methodrecurrent scheme.We will note that the measurement containing information which is more important in comparison with already known information means the strengthening coefficient bigger value.At the same time the measurements executed with the noise high value givethe useful information smaller quantity. The estimation error variance assessmentwiththe dynamic system changes is calculated in one of the lower level blocks. When using the recurrent identification it is necessary to provide that dynamic system properties change in time and in algorithms it is necessary to consider all these changes.
Keywords: mathematical model, active identification, modeling,reccurent leastsquares method, parametersestimation, dynamic object,input signal, white noise
Troshina G.V.
Novosibirsk State Technical University, 20 Karl Marks Avenue, Novosibirsk, 630073, Russian Federation, candidate of Technical Sciences, associate professor of the computer engineering department. E-mail:
troshina@dean.cs.nstu.ru
Orcid:

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