Identification for multirate multi-input systems using the multi-innovation identification theory. (English) Zbl 1186.93076

Han, Lili; Ding, Feng

Comput. Math. Appl. 57, No. 9, 1438-1449 (2009).

Summary: This paper considers identification problems of multirate multi-input sampled-data systems. Using the continuous-time system discretization technique with zero-order holds, the mapping relationship (state-space model) between available multirate input and output data is set up. The multi-innovation identification theory is applied to estimate the parameters of the obtained multirate models and to present a multi-innovation stochastic gradient algorithm for the multirate systems from the multirate input-output data. Furthermore, the convergence properties of the proposed algorithm are analyzed. An illustrative example is given.

MSC:

93E12

Identification in stochastic control theory

Keywords:

parameter estimation; multirate systems; state-space models; filtering; multi-innovation identification; convergence properties

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