Iterative Identification of Discrete-Time Systems With Bilinear Forms in the Presence of Colored Noises Based on the Hierarchical Principle

Author:

Chen Mengting1,Ding Feng234

Affiliation:

1. Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education), Jiangnan University, Wuxi 214122, China e-mail:

2. Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education), Jiangnan University, Wuxi 214122, China;

3. College of Automation and Electronic Engineering, Qingdao University of Science and Technology, Qingdao 266061, China;

4. Department of Mathematics, King Abdulaziz University, Jeddah 21589, Saudi Arabia e-mail:

Abstract

The paper focuses on the identification of discrete-time bilinear forms in the special case when the external noise (disturbance) is an autoregressive average moving process. The proposed estimation procedure is iterative where, at each iteration, two sets of parameter vectors are estimated interactively. Using the hierarchical technique, a hierarchical generalized extended least squares-based iterative (H-GELSI) algorithm is proposed for avoiding estimating the redundant parameters. In contrast to the hierarchical generalized extended gradient-based iterative (H-GEGI) algorithm, the proposed algorithm can give more accurate parameter estimates. The main results derived in this paper are verified by means of both the computational efficiency comparison and two numerical simulations.

Publisher

ASME International

Subject

Applied Mathematics,Mechanical Engineering,Control and Systems Engineering,Applied Mathematics,Mechanical Engineering,Control and Systems Engineering

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