Parameter estimation of dual-rate stochastic systems by using an output error method

被引：249

作者：

Ding, F ^{[1
]}

Chen, TW

机构：

[1] So Yangtze Univ, Control Sci & Engn Res Ctr, Wuxi 214122, Peoples R China

[2] Univ Alberta, Edmonton, AB T6G 2V4, Canada

[3] Univ Alberta, Dept Elect & Comp Engn, Edmonton, AB T6G 2V4, Canada

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2005年 / 50卷 / 09期

基金：

加拿大自然科学与工程研究理事会;

关键词：

convergence properties; martingale theory; multirate systems; output error method; output estimation; recursive identification; stochastic gradient;

D O I：

10.1109/TAC.2005.854654

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this note, a new gradient-based recursive algorithm for estimating parameters of dual-rate sampled-data systems is presented. The basic idea is, by using an output error method, to identify the single-rate models and the unknown noise-free outputs (true outputs) directly from dual-rate input-output data. Further, convergence properties of the proposed algorithm in parameter and output estimation are analyzed; and the result is illustrated and tested with an experimental water-level system.

引用

页码：1436 / 1441

页数：6

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