Title :
A new parameter estimation algorithm for non-uniformly multirate sampled-data systems
Author :
Yanjun Liu ; Feng Ding ; Yang Shi
Author_Institution :
Key Lab. of Adv. Process Control for Light Ind. (Minist. of Educ.), Jiangnan Univ., Wuxi, China
fDate :
June 29 2011-July 1 2011
Abstract :
For the input-output representation of non uniformly multirate discrete-time systems, a coupled least squares algorithm is derived to estimate the model parameters with the advantage of avoiding the computation of matrix inversion. Moreover, The proposed algorithm has good convergence properties. The simulation test verifies the effectiveness of the algorithm.
Keywords :
convergence; discrete time systems; least squares approximations; parameter estimation; sampled data systems; convergence properties; coupled least square algorithm; discrete time systems; input-output representation; nonuniformly multirate sampled data system; parameter estimation algorithm; Computational modeling; Covariance matrix; Least squares approximation; Noise; Parameter estimation; Process control; Stochastic processes; Recursive identification; discretization; least squares; multirate systems; non-uniform sampling; parameter estimation; stochastic gradient;
Conference_Titel :
American Control Conference (ACC), 2011
Conference_Location :
San Francisco, CA
Print_ISBN :
978-1-4577-0080-4
DOI :
10.1109/ACC.2011.5991470
