Title :
Extended generalized total least squares method for the identification of bilinear systems
Author :
Han, Seokwon ; Kim, Jinyoung ; Sung, Koengmo
Author_Institution :
Dept. of Electron. Eng., Seoul Nat. Univ., South Korea
fDate :
4/1/1996 12:00:00 AM
Abstract :
The extended generalized total least squares (e-GTLS) method (that consider the special structure of the data matrix) is proposed as one of the bilinear system parameters. Considering that the input is noise free and that bilinear system equation is linear with respect to the output, we extend the GTLS problem. The extended GTLS problem is reduced to an unconstrained minimization problem and is then solved by the Newton-Raphson method. We compare the GTLS method and the extended GTLS method as far as the accuracy of the estimated system parameters is concerned
Keywords :
Newton-Raphson method; bilinear systems; identification; least squares approximations; matrix algebra; minimisation; Newton-Raphson method; bilinear system equation; bilinear system parameters; bilinear systems identification; data matrix; estimated system parameters accuracy; extended generalized total least squares method; linear equation; noise free input; unconstrained minimization problem; Additive noise; Covariance matrix; Delay systems; Equations; Least squares methods; Linear systems; Minimization methods; Newton method; Nonlinear systems; Parameter estimation;
Journal_Title :
Signal Processing, IEEE Transactions on
