Auxiliary model based parameter estimation for dual-rate output error systems with colored noise |
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Authors: | Jie Ding Chunxia Fan Jinxing Lin |
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Institution: | College of Automation, Nanjing University of Posts and Telecommunications, Nanjing 210046, PR China |
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Abstract: | The dual-rate sampled-data systems can offer better quality of control than the systems with single sampling rate in practice. However, the conventional identification methods run in the single-rate scheme. This paper focuses on the parameter estimation problems of the dual-rate output error systems with colored noises. Based on the dual-rate sampled and noise-contaminated data, two direct estimation algorithms are addressed: the auxiliary model based recursive extended least squares algorithm and the recursive prediction error method. The auxiliary model is employed to estimate the noise-free system output. An example is given to test and illustrate the proposed algorithms. |
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Keywords: | Dual-rate sampled data Auxiliary model Output error model Least square Recursive prediction error method |
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