Informatica

The discrete Fourier transform (DFT) is used for determining the coefficients of a transfer function for n‐order singular linear systems, Ex⁽ⁿ⁾=Σi=1ⁿAix⁽ⁿ⁻¹⁾+Bu, where E may be singular. The algorithm is straight forward and easily can be implemented. Three step‐by‐step examples illustrating the application of the algorithm are presented.

The present paper considers a constant-parameter estimation algorithm for an analog transfer function by discrete observations of the object's input and output variables. The algorithm is based on supplementary variables and least-squares methods. It is assumed, that the order of the transfer function is known and the derivatives of the input and output variables are non-measurable. The supplementary variables and their derivatives are constructed from discrete observations of the input and output variables by applying a numerically realized analog filter. Investigation results for the estimate properties are presented. The results were obtained by the method of statistical simulation.