Biased compensation recursive least squares-based threshold algorithm for time-delay rational models via redundant rule

Chen, Jing; Zhu, Quan Min; Li, Juan; Liu, Yan Jun

Abstract

© 2017, Springer Science+Business Media B.V., part of Springer Nature. This paper develops a biased compensation recursive least squares-based threshold algorithm for a time-delay rational model. The time-delay rational model is transformed into an augmented model by using the redundant rule, and then, a recursive least squares algorithm is proposed to estimate the parameters of the augmented model. Since the output of the augmented model is correlated with the noise, a biased compensation method is derived to eliminate the bias of the parameter estimates. Furthermore, based on the structures of the augmented model parameter vector and the rational model parameter vector, the unknown time delay can be computed by using a threshold given in prior. A simulated example is used to illustrate the efficiency of the proposed algorithm.

Citation

Chen, J., Zhu, Q. M., Li, J., & Liu, Y. J. (2018). Biased compensation recursive least squares-based threshold algorithm for time-delay rational models via redundant rule. Nonlinear Dynamics, 91(2), 797-807. https://doi.org/10.1007/s11071-017-3910-6

• Journal Article Type: Article
• Acceptance Date: Oct 28, 2017
• Online Publication Date: Nov 9, 2017
• Publication Date: Jan 1, 2018
• Deposit Date: Dec 5, 2017
• Publicly Available Date: Nov 9, 2018
• Journal: Nonlinear Dynamics
• Print ISSN: 0924-090X
• Electronic ISSN: 1573-269X
• Publisher: Springer Verlag
• Peer Reviewed: Peer Reviewed
• Volume: 91
• Issue: 2
• Pages: 797-807
• DOI: https://doi.org/10.1007/s11071-017-3910-6
• Keywords: parameter estimation, recursive least squares, biased compensation, time-delay, rational model
• Public URL: https://uwe-repository.worktribe.com/output/857573
• Publisher URL: http://dx.doi.org/10.1007/s11071-017-3910-6
• Additional Information: Additional Information : This is the peer reviewed version of the following article: Chen, J., Zhu, Q., Li, J. and Liu, Y. (2017) Biased compensation recursive least squares-based threshold algorithm for time-delay rational models via redundant rule. Nonlinear Dynamics. ISSN 0924-090X [In Press], which has been published in final form at http://dx.doi.org/10.1007/s11071-017-3910-6. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Self-Archiving.