Least-squares-based iterative and gradient-based iterative estimation algorithms for bilinear systems |
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Authors: | Meihang Li Ximei Liu Feng Ding |
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Institution: | 1.College of Automation and Electronic Engineering,Qingdao University of Science and Technology,Qingdao,People’s Republic of China;2.Department of Electrical and Computer Engineering,Faculty of Engineering, King Abdulaziz University,Jeddah,Saudi Arabia |
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Abstract: | For bilinear systems with colored noise, this paper gives the input–output representation of the bilinear systems through eliminating the state variables in the model and derives a three-stage gradient-based iterative algorithm and a three-stage least-squares-based iterative algorithm for identifying the parameters of the input–output representation by means of the hierarchical identification principle. A gradient-based iterative (GI) algorithm is given for comparison. Compared with the GI algorithm, the proposed algorithms have lower computational burden and faster convergence speed. The simulation results indicate that the proposed algorithms are more effective for identifying bilinear systems. |
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