Abstract:
The linear part's asymptotic covariance matrix expressions of the Wiener system excited by white and colored noise were derived. The asymptotic analysis for noise model, which is excited by colored noise, was added. It is found that, when the model order is replaced by some reproducing kernel function constructed by a group of orthonormal basis functions, above derived two asymptotic covariance matrix expressions could be appropriate to their true sample values, respectively. Thus, the optimization could be considered as the function of input power density. By solving this optimization problem with some constrained conditions, the optimal input signal spectrum for Wiener system could be obtained. Finally, the example simulation confirms the efficiency of proposed strategy.