An efficient hierarchical identification method for general dual-rate sampled-data systems

For the lifted input–output representation of general dual-rate sampled-data systems, this paper presents a decomposition based recursive least squares (D-LS) identification algorithm using the hierarchical identification principle. Compared with the recursive least squares (RLS) algorithm, the prop...

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Bibliographic Details
Published in:Automatica (Oxford) Vol. 50; no. 3; pp. 962 - 970
Main Authors: Liu, Yanjun, Ding, Feng, Shi, Yang
Format: Journal Article
Language:English
Published: Kidlington Elsevier Ltd 01.03.2014
Elsevier
Subjects:
Applied sciences
Computer science; control theory; systems
Control system analysis
Control theory. Systems
Dual-rate system
Exact sciences and technology
Hierarchical identification principle
Least squares
Modelling and identification
Multirate system
Parameter estimation
Recursive identification
Recursive identification
Parameter estimation
Multirate system
Hierarchical identification principle
Least squares
Dual-rate system
Performance evaluation
Input output
Sampled system
Recursivity
Covariance matrix
Recursive algorithm
Modeling
Lift
Inverse matrix
Efficiency
Least squares method
Recursive method
Performance analysis
System identification
Recursive estimation
ISSN:0005-1098, 1873-2836
Online Access:Get full text
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Summary:For the lifted input–output representation of general dual-rate sampled-data systems, this paper presents a decomposition based recursive least squares (D-LS) identification algorithm using the hierarchical identification principle. Compared with the recursive least squares (RLS) algorithm, the proposed D-LS algorithm does not require computing the covariance matrices with large sizes and matrix inverses in each recursion step, and thus has a higher computational efficiency than the RLS algorithm. The performance analysis of the D-LS algorithm indicates that the parameter estimates can converge to their true values. A simulation example is given to confirm the convergence results.
ISSN:0005-1098
1873-2836
DOI:10.1016/j.automatica.2013.12.025