| Summary: | 碩士 === 淡江大學 === 資訊工程研究所 === 72 ===
In this thesis, the problem of computer aided identification of stochastic system is studied. The approach used in dealing with this prolem is to consider the stochastic system as a superposition of its associated noise-free model and purely noisy model.
First, the order determination and modeling procedures are developed for the linear, time-invariant, discrete, noise-free system are developed. Furthermore, the order determination and modeling for the linear, time-invariant, discrete, noisy system are accomplished.
For all these identification schemes, differdent complicated computations are required. The main puropse of this thesis is to develop computer programs to solve the problems of identification of stochastic system. A sophisticated program is developed for each identification procedure idscussed. Additionally, the program listin and flow chart are gived a discription of every program. It can be found this computer program is accurate and eificient to slove the so phisticated computation of stochastic system identification.
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