Title :
A computationally efficient scheme for estimating linear noisy input-output systems
Author_Institution :
Sch. of Sci., Univ. of Western Sydney, Kingswood, NSW, Australia
Abstract :
This paper studies the computational efficiency of the bias-eliminated least-squares (BELS) method recently proposed for estimating linear systems in the presence of input and output noises. It is found that the BELS method based on expanding the denominator polynomial of the system transfer function by two dimensions may involve some redundant computations due to its handling of an augmented system model in its estimation scheme. To improve the computational efficiency, a direct estimation scheme is proposed to identify the underlying noisy input-output system. Numerical results show that the computational cost can be considerably reduced using such a new estimation scheme
Keywords :
least squares approximations; linear systems; parameter estimation; polynomials; redundancy; augmented system model; bias-eliminated least-squares method; computational cost; computationally efficient scheme; denominator polynomial; estimation scheme; input noise; linear noisy input-output systems; noisy input-output system; output noise; redundant computations; system transfer function; Additive noise; Additive white noise; Australia; Computational efficiency; Linear systems; Noise measurement; Polynomials; Riccati equations; Signal processing; Transfer functions;
Conference_Titel :
Circuits and Systems, 2001. ISCAS 2001. The 2001 IEEE International Symposium on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6685-9
DOI :
10.1109/ISCAS.2001.921020
