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Determining the Degree of System Variability for Time-varying Discrete-time Systems

Author:Orlowski Przemyslaw, Technical University of Szczecin, Poland
Topic:1.1 Modelling, Identification & Signal Processing
Session:Filtering and Estimation
Keywords: discrete-time systems, time-varying systems, non-stationary systems

Abstract

The paper develops the concept of a variability coefficient for linear time-varying (LTV), discrete-time (DT) systems. The main idea is to introduce frequency analysis tools for LTV systems which involve Singular Value Decomposition (SVD) and DFT as well as PSD. The general objective of this paper is to examine the first order system to show how the value of the proposed variability coefficient depends on the variability of particular system parameters and whether it is a good measure of the degree of the system variability. Especially we examine how the variability of two matrices of the state space model (scalars, in this case 1st order) influences the value of this coefficient. Three different cases of 1-D LTV DT system have been considered. The results of analysis for each case are shown in 2 diagrams: 5 proposed coefficients vs. given parameter epsilon and step responses.