Bias compensation based recursive least-squares identification algorithm for MISO systems

Author

Ding, Feng ; Chen, Tongwen ; Qiu, Li

Author_Institution

Control Sci. & Eng. Res. Center, Southern Yangtze Univ., Wuxi, China

Volume

53

Issue

5

fYear

2006

fDate

5/1/2006 12:00:00 AM

Firstpage

349

Lastpage

353

Abstract

For multi-input single-output output-error systems, the least-squares (LS) estimates are biased. In order to obtain the unbiased estimates, we present a recursive LS identification algorithm based on a bias compensation technique. The basic idea is to eliminate the estimation bias by adding a correction term in the LS estimates, and further to derive a bias compensation based recursive LS algorithm. Finally, we test the proposed algorithms by simulation and show their effectiveness.

Keywords

MIMO systems; compensation; least squares approximations; recursive estimation; LS estimates; MISO systems; bias compensation technique; least-squares estimation; multi-input single-output output-error systems; recursive LS identification algorithm; recursive least-squares identification algorithm; Autoregressive processes; Councils; Delay estimation; Least squares approximation; MIMO; Parameter estimation; Polynomials; Recursive estimation; Testing; White noise; Bias compensation; bias correction; least squares (LS); multivariable systems; parameter estimation; recursive identification;

fLanguage

English

Journal_Title

Circuits and Systems II: Express Briefs, IEEE Transactions on

Publisher

ieee

ISSN

1549-7747

Type

jour

DOI

10.1109/TCSII.2005.862281

Filename

1632342