Title :
Data filtering and auxiliary model based recursive least squares estimation algorithm for OEMA systems
Author :
Wang, Dongqing ; Sun, Shouqing ; Ding, Feng ; Song, Guiling
Author_Institution :
Coll. of Autom. Eng., Qingdao Univ., Qingdao, China
Abstract :
Based on the filtering theory and the auxiliary model identification idea, we present a filtering and auxiliary model based recursive least squares identification algorithm for an output-error moving average system. The proposed algorithm has a higher computational efficiency compared with the auxiliary model based recursive extended least squares algorithm.
Keywords :
filtering theory; identification; least squares approximations; moving average processes; recursive estimation; OEMA systems; auxiliary model identification; computational efficiency; data filtering; filtering theory; output-error moving average system; recursive extended least squares algorithm; recursive least squares estimation algorithm; Computational modeling; Data models; Estimation; Least squares approximation; Mathematical model; Parameter estimation; Stochastic processes; Recursive identification; auxiliary model; filtering; least squares; output-error moving average (OEMA) systems; parameter estimation;
Conference_Titel :
Advanced Control of Industrial Processes (ADCONIP), 2011 International Symposium on
Conference_Location :
Hangzhou
Print_ISBN :
978-1-4244-7460-8
Electronic_ISBN :
978-988-17255-0-9
