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

Volume

44

Issue

4

fYear

1996

fDate

4/1/1996 12:00:00 AM

Firstpage

1015

Lastpage

1018

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;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.492559

Filename

492559