A new algorithm for optimal estimation of plant parameters from input-output data

Author

Shaw, Arnab K.

Author_Institution

Dept. of Electr. Eng., Wright State Univ., Dayton, OH, USA

fYear

1992

fDate

1992

Firstpage

1684

Abstract

A theoretical and algorithmic framework is proposed for optimal identification of rational transfer function parameters of discrete-time linear systems from input-output (IO) data. The nonlinear optimization criterion is theoretically decoupled into a purely linear problem for estimating the optimal numerator and nonlinear problem for the optimal denominator. An iterative computational algorithm is given for estimation of the denominator. Once the denominator is estimated, the numerator is obtained with only a single step of linear estimation. The effectiveness of the proposed algorithm is verified with simulation examples

Keywords

discrete time systems; iterative methods; linear systems; parameter estimation; transfer functions; discrete-time linear systems; input-output data; iterative computational algorithm; linear estimation; optimal denominator; optimal estimation; optimal numerator; plant parameters; rational transfer function; Computational complexity; Computational modeling; Digital filters; Iterative algorithms; Linear systems; Nonlinear equations; Parameter estimation; Poles and zeros; State estimation; Transfer functions;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1992., Proceedings of the 31st IEEE Conference on

Conference_Location

Tucson, AZ

Print_ISBN

0-7803-0872-7

Type

conf

DOI

10.1109/CDC.1992.371141

Filename

371141