Identification of a Linear Time-Varying System using the Fast HAAR Wavelet Transforms

S.J. Park, K.J. Kim, and S.W. Nam (Korea)


System identification, linear time-varying (LTV) system, impulse response, Haar wavelet, fast Haar wavelet transform


In this paper, identification of a continuous-time linear time-varying (LTV) system is proposed, whereby the fast Haar wavelet transform is employed for the computational efficiency. More specifically, some properties of the Haar wavelet and wavelet coefficients of input data are utilized to obtain an algebraic equation for the input-output relationship of an LTV system, leading to estimation of the impulse response. Finally, it is demonstrated that an LTV system can be effectively identified by synthesizing the wavelet coefficients estimated for the impulse response.

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