A Wavelet Approach for Identification of Linear Time Invariant System

Abstract

Wavelet transformation has been applied to various problems of system identification. In this paper, a wavelet based approach for the identification of time-invariant system is proposed. In this approach, mother wavelet is used for excitation to find the impulse response, which can be estimated at half the available number of points of the sampled output sequence. This method has been compared with some other standard techniques such as frequency chirp, coherence function and inverse filtering. In chirp method, wideband excitation such as frequency chirp is used. Frequency response is obtained as the DFT of the output of the system for time-domain input. Inverse method uses SVD function to find pseudoinverse. Coherence function has been used to identify the system using MATLAB function tfestimate. The performances of the methods are demonstrated by means of experimental investigation.