DocumentCode
240712
Title
Comparing data scaling based recursive least squares algorithms with Kalman Filter for nano parameters identification
Author
Schimmack, Manuel ; Mercorelli, Paolo ; Georgiadis, Anthimos
Author_Institution
Inst. of Product & Process Innovation, Leuphana Univ. of Lueneburg, Lueneburg, Germany
fYear
2014
fDate
3-5 Dec. 2014
Firstpage
316
Lastpage
321
Abstract
This paper considers a single-input and single-output (SISO) controlled autoregressive moving average system by using scalar factors of the input-output data. A general identification technique, through scaling data, is obtained. To obtain this data, Recursive Least Squares (RLS) methods are used to estimate the nano parameters of a linear model using input-output scaling factors. Different variations of the RLS method are tested and compared. The first RLS method uses a forgetting factor and the second method is integrated with a Kalman Filter covariance. In order to estimate the parameters in the nano range, the input signal requires a very high frequency and thus a very high sampling rate is required. Although using this proposed technique, a broader sampling rate and an input signal with low frequency can be used to identify the nano parameters characterizing the linear model. The simulation results indicate that the proposed algorithm is effective and robust. The main contribution of this work is to provide a scaled identification bandwidth and sampling rate of the detecting signal in the identification process.
Keywords
Kalman filters; autoregressive moving average processes; covariance analysis; least squares approximations; parameter estimation; recursive estimation; sampling methods; Kalman filter covariance; RLS method; SISO controlled autoregressive moving average system; data scaling; forgetting factor; input-output scaling factors; linear model; nano parameters identification; recursive least squares algorithms; sampling rate; scaled identification bandwidth; single-input and single-output system; Autoregressive processes; Estimation; Frequency modulation; Kalman filters; Least squares approximations; Mathematical model; Vectors; Kalman Filter; Least Squares Methods; Parameters Identification;
fLanguage
English
Publisher
ieee
Conference_Titel
Modelling, Identification & Control (ICMIC), 2014 Proceedings of the 6th International Conference on
Conference_Location
Melbourne, VIC
Type
conf
DOI
10.1109/ICMIC.2014.7020772
Filename
7020772
Link To Document