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Bias compensation recursive algorithm for dual-rate rational models

Chen, Jing; Liu, Yanjun; Zhu, Quanmin

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Authors

Jing Chen

Yanjun Liu

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Quan Zhu Quan.Zhu@uwe.ac.uk
Professor in Control Systems



Abstract

© The Institution of Engineering and Technology 2018. In dual-rate rational systems, some output data are missing (unmeasurable) to make the traditional recursive least squares (RLS) parameter estimation algorithms invalid. In order to overcome this difficulty, this study develops a bias compensation RLS algorithm for estimating the missing outputs and then the model parameters. The algorithm based on auxiliary model and particle filter has four steps: (i) to establish an auxiliary model to estimate unmeasurable outputs, (ii) to compensate bias induced by correlated noise, (iii) to add a filter to improve estimation accuracy of the unmeasurable outputs and (iv) to obtain an unbiased parameter estimation. Three examples are selected for simulation demonstrations to give further guarantees on the usefulness of the proposed algorithms. The comparative studies show that the bias compensation RLS is more effective for such systems with dual-rate input and output data.

Journal Article Type Article
Acceptance Date Jul 31, 2018
Online Publication Date Aug 8, 2018
Publication Date Nov 6, 2018
Deposit Date Nov 2, 2018
Publicly Available Date Nov 2, 2018
Journal IET Control Theory and Applications
Print ISSN 1751-8644
Electronic ISSN 1751-8652
Publisher Institution of Engineering and Technology (IET)
Peer Reviewed Peer Reviewed
Volume 12
Issue 16
Pages 2184-2193
DOI https://doi.org/10.1049/iet-cta.2018.5368
Keywords system identification, rational model, parameter estimation
Public URL https://uwe-repository.worktribe.com/output/857269
Publisher URL http://dx.doi.org/10.1049/iet-cta.2018.5368
Additional Information Additional Information : This is the author's accepted manuscript. The final published version is available here: http://dx.doi.org/10.1049/iet-cta.2018.5368.
Contract Date Nov 2, 2018

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