Auxiliary model identification method for multirate multi-input systems based on least squares. (English) Zbl 1185.93139

Han, Lili; Sheng, Jie; Ding, Feng; Shi, Yang

Math. Comput. Modelling 50, No. 7-8, 1100-1106 (2009).

Summary: This paper derives state-space models for multirate multi-input sampled-data systems. Based on the corresponding transfer function models, an auxiliary model based recursive least squares algorithm is presented to identify the parameters of the multirate systems from the multirate input-output data. Further, convergence properties of the proposed algorithm are analyzed. Finally, an illustrative example is given.

MSC:

93E12	Identification in stochastic control theory
93C57	Sampled-data control/observation systems

Keywords:

recursive identification; parameter estimation; least squares; multirate systems; convergence analysis; auxiliary models

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