Computers and Mathematics with Applications Identification for Multirate Multi-input Systems Using the Multi-innovation Identification Theory
Computers and Mathematics with Applications Identification for Multirate Multi-input Systems Using the Multi-innovation Identification Theory
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通讯作者：
Lili Han;F. Ding
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作者：
Lili Han;F. Ding
本文研究多采样率多输入采样系统的辨识问题。利用零阶保持的连续时间系统离散化技术，建立了多采样率输入输出数据之间的映射关系（状态空间模型）。应用多新息辨识理论对所得到的多速率模型进行参数估计，并给出了一种基于多速率输入输出数据的多速率系统的多新息随机梯度辨识算法。此外，该算法的收敛性进行了分析。给出了一个说明性的例子。
This paper considers identification problems of multirate multi-input sampled-data systems. Using the continuous-time system discretization technique with zero-order holds, the mapping relationship (state–space model) between available multirate input and output data is set up. The multi-innovation identification theory is applied to estimate the parameters of the obtained multirate models and to present a multi-innovation stochastic gradient algorithm for the multirate systems from the multirate input–output data. Furthermore, the convergence properties of the proposed algorithm are analyzed. An illustrative example is given.