Unbiased identification of a class of multi-input single-output systems with correlated disturbances using bias compensation methods

This paper studies the modelling and identification problems for multi-input single-output (MISO) systems with colored noises. In order to obtain the unbiased recursive estimates of the systems, this paper presents a recursive least squares (RLS) identification algorithm based on bias compensation t...

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Vydané v:Mathematical and computer modelling Ročník 53; číslo 9; s. 1810 - 1819
Hlavný autor: Zhang, Yong
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Kidlington Elsevier Ltd 01.05.2011
Elsevier
Predmet:
algorithms
Bias compensation principle
Combinatorics
Combinatorics. Ordered structures
Designs and configurations
Exact sciences and technology
Least squares
Mathematical analysis
Mathematics
Methods of scientific computing (including symbolic computation, algebraic computation)
MISO systems
Numerical analysis. Scientific computation
Parameter estimation
Recursive identification
Sciences and techniques of general use
Recursive identification
Bias compensation principle
Parameter estimation
MISO systems
Least squares
Applied mathematics
Least squares method
Mathematical model
Recursive algorithm
Computer aided analysis
ISSN:0895-7177, 1872-9479
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Popis
Shrnutí:This paper studies the modelling and identification problems for multi-input single-output (MISO) systems with colored noises. In order to obtain the unbiased recursive estimates of the systems, this paper presents a recursive least squares (RLS) identification algorithm based on bias compensation technique. The basic idea is to eliminate the estimation bias by adding a correction term in the least squares (LS) estimates, a set of stable digital prefilters are suitably designed to preprocess the input sampled data from multi-input channels for the purpose of getting the bias term arisen by colored noises in LS estimates, and further to derive a bias compensation based RLS algorithm. The performance of the developed method is both analyzed theoretically and shown by means of simulation results.
Bibliografia:ObjectType-Article-1
SourceType-Scholarly Journals-1
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content type line 23
ISSN:0895-7177
1872-9479
DOI:10.1016/j.mcm.2010.12.059