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

fYear

2011

fDate

June 29 2011-July 1 2011

Firstpage

84

Lastpage

89

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;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference (ACC), 2011

Conference_Location

San Francisco, CA

ISSN

0743-1619

Print_ISBN

978-1-4577-0080-4

Type

conf

DOI

10.1109/ACC.2011.5991470

Filename

5991470