Comparision of Three Identification Methods for Time-Varying Systems

Abstract

The aim of the paper is the comparison of three known identification and parameter estimation methods for linear timevarying systems. These three methods are a filter algorithm, a modification of the method of instrumental variables and a correlation method described by the author at the last symposium. With each method tests were carried out on a first-order lag element with stochastically varying gain, as well as a secondorder lag element, also with stochastically varying damping. The time-dependent parametes were changed relative to the system behaviour at low, medium and fast rates. Results of tests performed under equal conditions on these simulated processes with the above-mentioned identification methods permit a comparison of methods for accuracy, time taken for evaluation and necessary a priori information.