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FR magnitude
-1 -2 10
-1
10
FR phase [deg]
0 -5 -10 -15 -2 10
-1
10
Estimating an ARX[1,1] model by the Least Squares Method. True parameters: -0.8000 1.0000 Estimated parameters: -0.7727 1.0012 1.4
1.6
Noise variance
1.2
0.8
0.4
FR magnitude
0.5 0 -0.5 -2 10
-1
10
FR phase [deg]
0 -5 estimation error standard deviation tube -10 -2 10 10 10 Normalized frequency [rad/s] (log)
-1 0
10
Estimating an ARX[1,1] model by the Least Squares Method. 1.6 True parameters: -0.8000 1.0000 Estimated parameters: -0.7823 1.0131 1.4
Noise variance
1.2
0.8
FR magnitude
0.5 0 -0.5 -2 10
-1
10
20
FR phase [deg]
10 0 -10 -20 -2 10
-1
10
Estimating an ARX[2,2] model by the Least Squares Method. 1.6 True parameters: -0.4000 -0.3200 0.5000 0.0300 Estimated parameters: -0.3637 -0.2821 0.4834 0.0295 1.4
Noise variance
1.2
0.8
FR magnitude
0.5 0 -0.5 - 2 10
-1
10
FR phase [deg]
100 50 0 -50 - 2 10
-1
10
Estimating an ARX[2,2] model by the Least Squares Method. 1.6 1.4 T rue parameters: -0.4000 -0.3200 0.5000 0.0300 Estimated parameters: -0.3690 -0.3064 0.4927 0.0955
Noise variance
b. La modelul ARX[1,1] tubul standard de deviatie este mai mic si astfel parametrii estimati la modelul cu intrare filtrata se apropie mai mult de cei reali.
La modelul ARX[2,2] cu intrare filtrata, parametrii estimati tind mai mult spre cei reali cu observatia ca radacina parazita a polinomului B(q^-1) se modifica destul de mult. Se mai observa ca graficul erorii de estimare a amplitudinii raspunsului in frecventa tinde spre 0 la filtrare.
Problema 4.2 (MCMMP pentru modelele OE) ISLAB_4E (model OE[1,1] si intrare u)
Estimating an ARX[1,1] model by the Least Squares Method. 4 estimation error standard deviation tube
FR magnitude
0 10
-2
-1
10
FR phase [deg]
-10 -20 -30 -40 -2 10 estimation error standard deviation tube 10 10 Normalized frequency [rad/s] (log)
-1 0
10
Estimating an ARX[1,1] model by the Least Squares Method. 2.5 True parameters: -0.8000 1.0000 Estimated parameters: -0.5510 0.9605
Noise variance
1.5
FR magnitude
0 10
-2
-1
10
FR phase [deg]
0 -10
-20 -2 10
-1
10
Estimating an ARX[1,1] model by the Least Squares Method. 3 True parameters: -0.8000 1.0000 Estimated parameters: -0.6852 1.1553 2.5
Noise variance
1.5
FR magnitude
1 0.5 0 -0.5 -2 10
-1
10
40
FR phase [deg]
20 0 -20 -40 -2 10
-1
10
Estimating an ARX[2,2] model by the Least Squares Method. 1.8 True parameters: -0.4000 -0.3200 0.5000 0.0300 1.6 Estimated parameters: -0.1009 -0.1182 0.4931 0.1724
1.4
Noise variance
1.2
0.8
0.6
0.4
FR magnitude
0.5 0 -0.5 -2 10
-1
10
150
FR phase [deg]
100 50 0 -50 -2 10
-1
10
Estimating an ARX[2,2] model by the Least Squares Method. 1.8 True parameters: -0.4000 -0.3200 0.5000 0.0300 1.6 Estimated parameters: -0.1751 -0.2019 0.5049 0.3157
1.4
Noise variance
1.2
0.8
0.6
0.4
FR magnitude
-50 10
-2
-1
10
300
FR phase [deg]
10 10 Normalized frequency [rad/s] (log) Estimating an ARX[na,nb] model by the Least Squares Method. True parameters: -0.4000 -0.3200 0.5000 0.0300
-1
10
1.6
1.4
Noise variance
1.2
FR magnitude
-20 10
-2
-1
10
200
FR phase [deg]
100 0
-100 -2 10
-1
10
Estimating an OE[na,nb] model by the Least Squares Method. 1.3 1.2 1.1 True parameters: -0.4000 -0.3200 0.5000 0.0300 Estimated parameters: -0.4355 -0.2897 0.4962 0.0178
Noise variance
1 0.9 0.8 0.7 0.6 0.5 0 10 estimated true 20 30 40 50 60 Realization index 70 80 90 100