Title :
Auxiliary model based multi-innovation stochastic gradient identification for multirate multi-input systems
Author :
Han, Lili ; Jie Ding ; Ding, Jie
Author_Institution :
Control Sci. & Eng. Res. Center, Jiangnan Univ., Wuxi, China
Abstract :
The multirate multi-input systems have different updating periods and sampling periods such that the traditional identification algorithms cannot be used to identify such multirate systems. By using the auxiliary model identification idea, the multi-innovation stochastic gradient algorithm is developed to estimate the parameters of multirate systems. Finally, an illustrative example is given to verify the effectiveness of the proposed algorithm.
Keywords :
MIMO systems; gradient methods; parameter estimation; stochastic processes; MIMO systems; auxiliary model based multiinnovation stochastic gradient identification; multirate multiinput systems; parameters estimation; sampling periods; Convergence; Crosstalk; Electronic mail; Least squares methods; Maximum likelihood estimation; Parameter estimation; Recursive estimation; Sampling methods; Stochastic systems; System identification; Auxiliary model; Multi-innovation identification; Multirate systems; Parameter estimation;
Conference_Titel :
Control and Decision Conference (CCDC), 2010 Chinese
Conference_Location :
Xuzhou
Print_ISBN :
978-1-4244-5181-4
Electronic_ISBN :
978-1-4244-5182-1
DOI :
10.1109/CCDC.2010.5498958
