Method, Apparatus for identifying system in stochastic domain using output parameter and Record medium thereof

摘要

Disclosed are a method for identifying a system using only system output in a probability region, a device thereof, and a recording medium recording the same.;The system identification method using only the system output in the probability domain according to the present invention comprises the steps of: (a) measuring the random output of the system exposed to irregular disturbances; (b) probabilistic analysis of the measured output to obtain a moment response; And (c) inversely transforming the moment response to extract system parameters.;System identification apparatus using only the system output in the probability area according to the present invention includes a system output measuring unit for measuring a random output of the system exposed to irregular disturbance; Probability analysis unit for obtaining a moment response by probability analysis of the measured random output; And a parameter extractor configured to inversely convert the moment response to extract a system parameter.;According to the present invention, since an analysis of a system having an irregular disturbance input is handled in a probability domain rather than a real physical domain, an unknown system parameter can be identified by only having information on an output, even though it is irregular, without information on an input. .