Least squares based iterative identification for a class of multirate systems. (English) Zbl 1194.93079

Liu, Xinggao; Lu, Jing

Automatica 46, No. 3, 549-554 (2010).

Summary: This paper studies modeling and identification problems for multi-input multirate systems with colored noises. The state-space models are derived for the systems with different input updating periods and furthermore the corresponding transfer functions are obtained. To solve the difficulty of identification models with unmeasurable noises terms, the least squares based iterative algorithm is presented by replacing the unmeasurable variables with their iterative estimates. Finally, the simulation results indicate that the proposed iterative algorithm has advantages over the recursive algorithms.

MSC:

93C05	Linear systems in control theory
93E24	Least squares and related methods for stochastic control systems

Keywords:

recursive identification; parameter estimation; stochastic gradient; least squares; multirate systems

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