Statistical and Nonstatistical Methods for Estimating the Impulse Characteristic of a Dynamical System

Abstract

We consider the problem of estimating the impulse characteristic of a linear time-invariant discrete-time dynamical system, using data on its input and output signals. We propose versions of estimation methods for asymptotically stable dynamical systems in the context of various approaches to the presentation of parametric uncertainty, including approaches based on the interval analysis and the fuzzy set theory. A comparative analysis and numerical illustration of the methods are presented.