Two-stage Gradient-based Iterative Estimation Methods for Controlled Autoregressive Systems Using the Measurement Data
This paper considers the parameter identification problems of controlled autoregressive systems using observation information. According to the hierarchical identification principle, we decompose the controlled autoregressive system into two subsystems by introducing two fictitious output variables....
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Published in | International journal of control, automation, and systems Vol. 18; no. 4; pp. 886 - 896 |
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Main Authors | , , , , |
Format | Journal Article |
Language | English |
Published |
Bucheon / Seoul
Institute of Control, Robotics and Systems and The Korean Institute of Electrical Engineers
01.04.2020
Springer Nature B.V 제어·로봇·시스템학회 |
Subjects | |
Online Access | Get full text |
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Summary: | This paper considers the parameter identification problems of controlled autoregressive systems using observation information. According to the hierarchical identification principle, we decompose the controlled autoregressive system into two subsystems by introducing two fictitious output variables. Then a two-stage gradient-based iterative algorithm is proposed by means of the iterative technique. In order to improve the performance of the tracking the time-varying parameters, we derive a two-stage multi-innovation gradient-based iterative algorithm based on the multi-innovation identification theory. Finally, an example is provided to illustrate the effectiveness of the proposed algorithms. |
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Bibliography: | http://link.springer.com/article/10.1007/s12555-019-0140-3 |
ISSN: | 1598-6446 2005-4092 |
DOI: | 10.1007/s12555-019-0140-3 |