On-line Identification of Dynamical Processes and Stochastic Signals

Abstract

Identification is the experimental determination of the dynamical behaviour of processes and their signals. Measured signals are used to determine the system behaviour within a class of mathematical models. The error between the real process or signal and its mathematical model has to be as small as possible [3.12], [3.13]. On-line identification means the identification with computers in on-line operation with the process. If the measured signals are first stored in a block or arrays this is called batch processing. However, if the signals are processed after each sample instant this is called real time processing.