Iterative instrumental variable method for robust identification of systems

Author

Dai, Heping ; Sinha, Naresh K.

Author_Institution

Atlantic Nucl. Services Ltd., Fredericton, NB, Canada

Volume

42

Issue

5

fYear

1995

fDate

10/1/1995 12:00:00 AM

Firstpage

480

Lastpage

486

Abstract

A new off-line method, called the robust iterative instrumental variable method with modified residuals, is presented for robust identification of systems in this paper. It is based on Huber´s minimax principle and the instrumental variable principle. Proof of convergence for the proposed method is given along with some results of simulation. Comparison with both nonrobust methods and robust methods proposed earlier shows that the proposed method provides better accuracy of estimate and speed of convergence

Keywords

convergence of numerical methods; estimation theory; iterative methods; minimax techniques; parameter estimation; simulation; Huber´s minimax principle; convergence; instrumental variable principle; iterative instrumental variable method; modified residuals; nonrobust methods; off-line method; robust identification; simulation; systems identification; Convergence; Cost function; Instruments; Iterative algorithms; Iterative methods; Least squares methods; Minimax techniques; Niobium; Noise robustness; Parameter estimation;

fLanguage

English

Journal_Title

Industrial Electronics, IEEE Transactions on

Publisher

ieee

Conference_Location

10/1/1995 12:00:00 AM

ISSN

0278-0046

Type

jour

DOI

10.1109/41.464610

Filename

464610