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

Volume

1

fYear

0

fDate

0-0 0

Firstpage

1470

Lastpage

1473

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Intelligent Control and Automation, 2006. WCICA 2006. The Sixth World Congress on

Conference_Location

Dalian

Print_ISBN

1-4244-0332-4

Type

conf

DOI

10.1109/WCICA.2006.1712593

Filename

1712593