An efficient hierarchical identification method for general dual-rate sampled-data systems

作者：Liu, Yanjun^*; Ding, Feng; Shi, Yang

来源：Automatica, 2014, 50(3): 962-970.

DOI：10.1016/j.automatica.2013.12.025

• Parameter estimation
• Recursive identification
• Least squares
• Hierarchical identification principle
• Dual-rate system
• Multirate system

For the lifted input output representation of general dual-rate sampled-data systems, this paper presents a decomposition based recursive least squares (D-LS) identification algorithm using the hierarchical identification principle. Compared with the recursive least squares (RLS) algorithm, the proposed D-LS algorithm does not require computing the covariance matrices with large sizes and matrix inverses in each recursion step, and thus has a higher computational efficiency than the RLS algorithm. The performance analysis of the D-LS algorithm indicates that the parameter estimates can converge to their true values. A simulation example is given to confirm the convergence results.

• 出版日期2014-3
• 单位江南大学