Wavelet-Packet Identification of Dynamic Systems with Coloured Measurement Noise

This paper analyses the effect of coloured noise on a recently proposed technique for linear system identification in frequency subbands using wavelet packets. For this purpose, a simulation study involving the longitudinal dynamics of a flexible aircraft model is presented. The results reveal that the wavelet-packet identification outcome is robust with respect to changes in the spectral noise features. In particular, the identified frequency response is effectively smoothed in regions with poor signal-to-noise ratio. Finally, the results are favourably compared, in terms of resonance peak identification, with those obtained by standard time-domain identification methods.

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