Optimal Estimation of the Parameters of Linear Periodically Time-varying Systems

Abstract. This paper discusses the linear periodically time-varying (LPTV) system parameter es-timation using a block approach. An block algorithm is proposed for optimal estimation of the parameters of LPTV system from the input sequence and the output sequence corrupted by ad-ditive Gaussianly distributed noise. In the proposed method, the least squares error criterion has been used.The algorithm provides a useful computational tool based on an appropriate theoretical foundation for parameter estimation of linear time-invariant (LTI) systems from input and output data. Simulation results are presented that demonstrate the performance of the approach. Key words: parameter estimation, least squares, block approach, linear periodically time-varying systems, numerical simulation. 1