Estimation of Transfer Functions in Open Loop Stochastic Systems

Document Type : Original Article

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Abstract

In this paper some problems in the application of the cross spectral method, especially in the analysis of open loop system have been investigated. Estimation of transfer function in open-loop systems have been considered in the case that the input & output processes are both nonstationary processes and are linearly related with time-dependent coefficients. Artificial processes have been used for the application of the suggested methods of estimation.

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