Generalized Yule-walker and two-stage identification algorithms for dual-rate systems
Feng DING
摘要:In this paper, two approaches are developed for directly identifying single-rate models of dual-rate stochastic systems in which the input updating frequency is an integer multiple of the output sampling frequency. The first is the generalized Yule-Walker algorithm and the second is a two-stage algorithm based on the correlation technique. The basic idea is to directly identify the parameters of underlying single-rate models instead of the lifted models of dual-rate systems from the dual-rate input-output data, assuming that the measurement data are stationary and ergodic. An example is given.
机标关键词:
分类号:O23(控制论、信息论(数学理论))
资助基金:国家自然科学基金(60574051)
论文发表日期:2006-01-01
在线出版日期:2025-08-15(本平台首次上网日期,不代表文献的发表时间)
页数:5( 338-342 )
英文信息
