A Greedy Pursuit Hierarchical Iteration Algorithm for Multi-Input Systems with Colored Noise and Unknown Time-Delays

Abstract

This paper focuses on the joint estimation of parameters and time delays for multi-input systems that contain unknown input delays and colored noise. A greedy pursuit hierarchical iteration algorithm is proposed, which can reduce the estimation cost. Firstly, an over-parameterized approach is employed to construct a sparse system model of multi-input systems even in the absence of prior knowledge of time delays. Secondly, the hierarchical principle is applied to replace the unknown true noise items with their estimation values, and a greedy pursuit search based on compressed sensing is employed to find key parameters using limited sampled data. The greedy pursuit search can effectively reduce the scale of the system model and improve the identification efficiency. Then, the parameters and time delays can be estimated simultaneously while considering the known orders and found locations of key parameters by utilizing iterative methods with limited sampled data. Finally, some simulations are provided to illustrate the effectiveness of the presented algorithm in this paper.