Data Informativity for the Identification of MISO FIR Systems with Filtered White Noise Excitation
Résumé
For Prediction Error Identication, there are two main ingredients to get a consistent estimate: one of them is the data informativity with respect to (w.r.t.) the considered model structure. One common criterion used for the informativity is the positive deniteness of the input density spectral power (DSP) matrix at all frequencies. This criterion is not appropriate for multisine excitation but can be used for ltered white noise excitation for many identication problems. However, this criterion is not necessary and its application for some identication problems might not be possible. In this paper, we propose a necessary and sucient condition for the data informativity in the case of multiple-inputs single-output (MISO) nite impulse response (FIR) model structure in open-loop.
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