Least squares based iterative identification for a class of multirate systems

Least squares based iterative identification for a class of multirate systems
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一类多速率系统的基于最小二乘的迭代辨识

DOI:
10.1016/j.automatica.2010.01.007
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发表时间:
2010-03-01
期刊:
影响因子:
6.4
通讯作者:
Lu, Jing
Lu, Jing
中科院分区:
计算机科学2区
文献类型:
--
作者:
Liu, Xinggao;Lu, Jing

文献摘要

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研究了有色噪声下多输入多采样率系统的建模与辨识问题。针对不同输入更新周期的系统,建立了系统的状态空间模型,进而得到了相应的传递函数。为了解决含不可测噪声项的模型辨识困难问题,提出了一种基于最小二乘的迭代辨识算法。仿真结果表明,该算法优于递归算法. (C)2010爱思唯尔有限公司版权所有。
This paper studies modeling and identification problems for multi-input multirate systems with colored noises. The state-space models are derived for the systems with different input updating periods and furthermore the corresponding transfer functions are obtained. To solve the difficulty of identification models with unmeasurable noises terms, the least squares based iterative algorithm is presented by replacing the unmeasurable variables with their iterative estimates. Finally, the simulation results indicate that the proposed iterative algorithm has advantages over the recursive algorithms. (C) 2010 Elsevier Ltd. All rights reserved.