Recursive Identification for Dynamic Linear Systems from Noisy Input-Output Measurements
Joint Authors
Source
Journal of Applied Mathematics
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-05-20
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
Errors-in-variables (EIV) model is a kind of model with not only noisy output but also noisy input measurements, which can be used for system modeling in many engineering applications.
However, the identification for EIV model is much complicated due to the input noises.
This paper focuses on the adaptive identification problem of real-time EIV models.
Some derivation errors in an accuracy research of the popular Frisch scheme used for EIV identification have been pointed out in a recent study.
To solve the same modeling problem, a new algorithm is proposed in this paper.
A Moving Average (MA) process is used as a substitute for the joint impact of the mutually independent input and output noises, and then system parameters and the noise properties are estimated in the view of the time domain and frequency domain separately.
A recursive form of the first step calculation is constructed to improve the calculation efficiency and online computation ability.
Another advantage of the proposed algorithm is its applicableness to different input processes situations.
Numerical simulations are given to demonstrate the efficiency and robustness of the new algorithm.
American Psychological Association (APA)
Fan, Dan& Lo, Kueiming. 2013. Recursive Identification for Dynamic Linear Systems from Noisy Input-Output Measurements. Journal of Applied Mathematics،Vol. 2013, no. 2013, pp.1-8.
https://search.emarefa.net/detail/BIM-463127
Modern Language Association (MLA)
Fan, Dan& Lo, Kueiming. Recursive Identification for Dynamic Linear Systems from Noisy Input-Output Measurements. Journal of Applied Mathematics No. 2013 (2013), pp.1-8.
https://search.emarefa.net/detail/BIM-463127
American Medical Association (AMA)
Fan, Dan& Lo, Kueiming. Recursive Identification for Dynamic Linear Systems from Noisy Input-Output Measurements. Journal of Applied Mathematics. 2013. Vol. 2013, no. 2013, pp.1-8.
https://search.emarefa.net/detail/BIM-463127
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-463127