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

Author

Ding, Feng ; Chen, Tongwen

Author_Institution

Control Sci. & Eng. Res. Center, Southern Yangtze Univ., Wuxi, China

Volume

50

Issue

9

fYear

2005

Firstpage

1436

Lastpage

1441

Abstract

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.

Keywords

gradient methods; recursive estimation; sampled data systems; stochastic processes; dual-rate input-output data; dual-rate sampled-data systems; dual-rate stochastic system; gradient-based recursive algorithm; martingale theory; multirate system; output error method; output estimation; parameter estimation; recursive identification; single-rate model; stochastic gradient; Algorithm design and analysis; Convergence; Estimation error; Parameter estimation; Polynomials; Recursive estimation; Stochastic processes; Stochastic resonance; Stochastic systems; System testing; Convergence properties; martingale theory; multirate systems; output error method; output estimation; recursive identification; stochastic gradient;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/TAC.2005.854654

Filename

1506958