Estimador de parámetros para sistemas de orden superior

This paper presents parameter estimations considering an observable black box system signal represented with high order finite differences. The model is expressed as a sequence of delayed observable states conforming space state vector to its known associated parameters. The estimation technique is based on pseudo-inverse and an innovation process associated with perturbation and an observable signal. The simulation uses two high order finite difference models, second and third grades with associate parameters. In both cases the observed signal depends on their delayed states. Therefore, it is necessary to estimate two and three parameters with respect to second and third order models, respectively. The estimation results allowed identifying the observable signal with a high convergence rate in base of functional error, as shown in the figures. Instrumental variable is the technique applied to the second probability moment constructing the estimator for a high finite difference order system.