System Identification using Slow and Irregular Output Samples

System Identification using Slow and Irregular Output Samples
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DOI:
10.1109/cdc.2005.1582722
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发表时间:
2005-12
期刊:
Proceedings of the 44th IEEE Conference on Decision and Control
影响因子:
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通讯作者:
Yucai Zhu;Herman Telkamp
Yucai Zhu;Herman Telkamp
中科院分区:
其他
文献类型:
--
作者:
Yucai Zhu;Herman Telkamp

文献摘要

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考虑了具有非常慢和不规则采样输出数据的系统的辨识问题。当输入被均匀且频繁地采样时,输出采样时间被假定为非常长,例如,比主要时间常数长得多。输出采样可能是不规则的。具有慢输出样本的双速率系统是本文所研究问题的特例。提出了用于识别快速率模型的模型结构。提出了输出误差法进行参数估计。建立了估计的相合性,导出了参数的协方差表达式。将使用模拟研究来说明该方法。所开发的辨识方法也可用于测量延迟是主要问题的其他领域。
Identification of systems with very slowly and irregularly sampled output data is considered. While the input is sampled uniformly and frequently enough, the output sampling time is assumed very long, say, much longer than the dominant time constants. The output sampling may be irregular. Dual-rate system with slow output samples is a special case of the problem studied here. Model structures for the identification of the fast rate models will be proposed. Output error method is proposed and motivated for parameter estimation. Consistence of the estimate is established and covariance expression of the parameters is derived. Simulation studies will be used to illustrate the method. The developed identification method can also be used in other fields where measurement delay is a major problem.