Title :
A Fast Recursive Algorithm with Multi-Grade QR Decomposition for Multivariable Transfer Function Matrix Identification
Author :
Bian, Zeqiang ; Meng, XiaoFeng
Author_Institution :
Sch. of Instrum. Sci. & Opto-Electron. Eng., BeiHang Univ., Beijing
Abstract :
In this paper, a fast recursive algorithm with three grade QR decomposition for multi-variable transfer function matrix identification is presented. The algorithm avoids the repeated processing of the measured data of subsystems identification and a parameter estimation that minimizes the overall loss function can be obtained without expanding of parameter vector dimensions. The simulation indicates the validity of the algorithm
Keywords :
matrix decomposition; recursive estimation; transfer function matrices; fast recursive algorithm; multigrade QR decomposition; multivariable transfer function matrix identification; overall loss function; parameter estimation; parameter vector dimensions; subsystems identification; Automation; Cost function; Instruments; Intelligent control; Loss measurement; Matrix decomposition; Noise measurement; Parameter estimation; System identification; Transfer functions; QR decomposition; multivariable transfer function matrix; parameter estimation; system identification;
Conference_Titel :
Intelligent Control and Automation, 2006. WCICA 2006. The Sixth World Congress on
Conference_Location :
Dalian
Print_ISBN :
1-4244-0332-4
DOI :
10.1109/WCICA.2006.1712593
