Non-parametric linear time-invariant system identification by discrete wavelet transforms

We describe the use of the discrete wavelet transform (DWT) for non-parametric linear time-invariant system identification. Identification is achieved by using a test excitation to the system under test (SUT) that also acts as the analyzing function for the DWT of the SUT's output, so as to recover the impulse response. The method uses as excitation any signal that gives an orthogonal inner product in the DWT at some step size (that cannot be 1). We favor wavelet scaling coefficients as excitations, with a step size of 2. However, the system impulse or frequency response can then only be estimated at half the available number of points of the sampled output sequence, introducing a multirate problem that means we have to `oversample' the SUT output. The method has several advantages over existing techniques, e.g., it uses a simple, easy to generate excitation, and avoids the singularity problems and the (unbounded) accumulation of round-off errors that can occur with standard...

• Type: Journal
• Year: 2006
• Where: DSP
• Authors: Robert Wing Pong Luk, Robert I. Damper
• Keywords: DSP 2006, DSP 2010, Impulse Response, Orthogonal Inner Product, Step Size