| Abstract: | An on-line scheme for identifying a linear process is proposed which consists of a linear time-varying filter and a parameter update algorithm. The disturbances affecting the process, its input and its output, belong to a general class of signals which are a mixture of stochastic and deterministic signal processes generated by some linear time-invariant system excited by white noise and the Dirac delta function, respectively. The process and the disturbance signal models are not restricted to be asymptotically stable. Either a probing input signal or a normal operating input signal can be employed. The probing signal consists of a finite number of sinusoidal signals (exponentially increasing sinusoidal signals for unstable processes) of distinct frequencies. When a normal operating signal is used, an adaptive scheme is employed to tune the parameters of the filters to the distinct frequency components of the signal. The convergence of the parameter estimates to their true value is established. |
