Using wavelet in identification state space models

Document Type : Research Paper


Department of Statistics and Informatics, University of Mosul, Mosul, Iraq


In this research, an attempt to address a problem that is still intractable for researchers in the field of diagnosing dynamic systems, including state  space models, which are related to determining the type of process appropriate to the nature of the system and determining its rank.  Accordingly, the wavelet method will be adopted in the diagnostic process and the parameters of these models will be estimated using the least-squares method, applying this to real data and comparing the results based on a set of statistical and engineering criteria using the ready-made program Matlab.