Bias Compensation Based Recursive Least-Squares Identification Algorithm for MISO Systems

IEEE Transactions on Circuits and Systems II: Express Briefs

Volumn 53, Issue 5, 2006, Pages 349-353

  Ding, Feng ^a   Chen, Tongwen ^b   Qiu, Li ^c  

^a JIANGNAN UNIVERSITY   (China)

^b UNIVERSITY OF ALBERTA   (Canada)

^c HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

Bias compensation; bias correction; least squares (LS); multivariable systems; parameter estimation; recursive identification

Indexed keywords

ALGORITHMS; LEAST SQUARES APPROXIMATIONS; MULTIVARIABLE SYSTEMS; PARAMETER ESTIMATION; RECURSIVE FUNCTIONS;

BIAS COMPENSATION; BIAS CORRECTION; IDENTIFICATION ALGORITHM; MULTI-INPUT SINGLE-OUTPUT OUTPUT-ERROR SYSTEMS;

MULTIPROCESSING SYSTEMS;

EID: 33646857021     PISSN: 15497747     EISSN: 15583791     Source Type: Journal    
DOI: 10.1109/TCSII.2005.862281     Document Type: Article

References (22)

1. M. Verhaegen and P. Dewilde, “Subspace model identification Part 1: The output-error state space model identification's class of algorithms,” Int. J. Contr., vol. 56, no. 5, pp. 1187–1210, 1992.
2. L. Ljung, System Identification: Theory for the User, 2nd ed. Englewood Cliffs, NJ: Prentice-Hall, 1999.
3. P. Stoica and T. Soderstrom, “Bias correction in least-squares identification,” Int. J. Contr., vol. 35, no. 3, pp. 449–457, 1982.
4. W. X. Zheng, “On a least-squares-based algorithm for identification of stochastic linear systems,” IEEE Trans. Signal Process., vol. 46, no. 6, pp. 1631–1638, Dec. 1998.
5. C. Z. Fang and D. Y. Xiao, Process Identification. Beijing, China: Tsinghua University Press, 1988.
6. C. B. Feng and W. X. Zheng, “Robust identification of stochastic linear systems with correlated noise,” Proc. Inst. Elect. Eng. Control Theory Appl., pt. D, vol. 138, no. 5, pp. 484–492, 1991.
7. P. Stoica, T. Soderstrom, and V. Simonyte, “Study of a bias-free leastsquares parameter estimator,” Proc. Inst. Elect. Eng. Control Theory Appl., vol. 142, no. 1, pp. 1–6, 1995.
8. W. X. Zheng, “Feast-squares identification of a class of multivariable systems with correlated disturbances,” J. Franklin Inst., vol. 336, no. 8, pp. 1309–1324, 1999.
9. W. X. Zheng, “Fast identification of autoregressive signals from noisy observations,” IEEE Trans. Circuits Syst. II, Expr. Briefs, vol. 52, no. 1, pp. 43–48, Jan. 2005.
10. W. X. Zheng, “Transfer function estimation from noisy input and output data,” Int. J. Adaptive Contr. Signal Process., vol. 12, no. 4, pp. 365-380,1998.
11. W. X. Zheng, “A bias correction method for identification of linear dynamic errors-in-variables models,” IEEE Trans. Autom. Contr., vol. 47, no. 7, pp. 1142–1147, Jul. 2002.
12. W. X. Zheng, “Parameter estimation of stochastic linear systems with noisy input,” Int. J. Syst. Sci., vol. 35, no. 3, pp. 185–190, 2004.
13. W. X. Zheng, “A bias-correction method for indirect identification of closed-loop systems,” Automatica, vol. 31, no. 7-24, pp. 1019-1, 1995.
14. W. X. Zheng, “Identification of closed-loop systems with low-order controllers,” Automatica, vol. 32, no. 12, pp. 1753–1757, 1996.
15. W. X. Zheng, “Parametric identification of linear systems operating under feedback control,” IEEE Trans. Circuits Syst. I, Fundam. Theory Appl., vol. 48, no. 4, pp. 451–458, Apr. 2001.
16. W. X. Zheng, “A modified method for closed-loop identification of transfer function models with common factors,” IEEE Trans. Circuits Syst. I, Fundam. Theory Appl., vol. 49, no. 4, pp. 556–562, Apr. 2002.
17. W. X. Zheng, “On indirect identification of feedback-control systems via the instrumental variables methods the IV methods,” IEEE Trans. Circuits Syst. I, Fundam. Theory Appl., vol. 50, no. 9, pp. 1232–1238, Sep. 2003.
18. F. Ding and T. Chen, “Identification of dual-rnte systems based on finite impulse response models,” Int. J. Adaptive Contr. Signal Process., vol. 18, no. 7, pp. 589–598, 2004.
19. F. Ding and T. Chen, “Combined parameter and output estimation of dual-rate systems using an auxiliary model,” Automatica, vol. 40, no. 10, pp. 1739–1748, 2004.
20. F. Ding and T. Chen, “Modeling and identification of multirate systems,” Acta Automatica Sinica, vol. 31, no. 1, pp. 105–122, 2005.
21. F. Ding and T. Chen, “Hierarchical gradient-based identification of multivariable discrete-time systems,” Automatica, vol. 41, no. 2, pp. 315–325, 2005.
22. F. Ding and T. Chen, “Performance bounds of forgetting factor least-squares algorithm for time-varying systems with finite measurement data,” IEEE Trans. Circuits Syst. I, Reg. Papers, vol. 52, no. 3, pp. 555–566, Mar. 2005.