Data Filtering Based Recursive Least Squares Algorithm for Two-Input Single-Output Systems with Moving Average Noises
This paper studies identification problems of two-input single-output controlled autoregressive moving average systems by using an estimated noise transfer function to filter the input-output data. Through data filtering, we obtain two simple identification models, one containing the parameters of t...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2014-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2014/694053 |
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| _version_ | 1832561752355635200 |
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| author | Xianling Lu Wei Zhou Wenlin Shi |
| author_facet | Xianling Lu Wei Zhou Wenlin Shi |
| author_sort | Xianling Lu |
| collection | DOAJ |
| description | This paper studies identification problems of two-input single-output controlled autoregressive moving average systems by using an estimated noise transfer function to filter the input-output data. Through data filtering, we obtain two simple identification models, one containing the parameters of the system model and the other containing the parameters of the noise model. Furthermore, we deduce a data filtering based recursive least squares method for estimating the parameters of these two identification models, respectively, by replacing the unmeasurable variables in the information vectors with their estimates. The proposed algorithm has high computational efficiency because the dimensions of its covariance matrices become small. The simulation results
indicate that the proposed algorithm is effective. |
| format | Article |
| id | doaj-art-1d823e576d3443e8ade5874c46d3fe49 |
| institution | Kabale University |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-1d823e576d3443e8ade5874c46d3fe492025-02-03T01:24:13ZengWileyJournal of Applied Mathematics1110-757X1687-00422014-01-01201410.1155/2014/694053694053Data Filtering Based Recursive Least Squares Algorithm for Two-Input Single-Output Systems with Moving Average NoisesXianling Lu0Wei Zhou1Wenlin Shi2Key Laboratory of Advanced Process Control for Light Industry, Ministry of Education, Jiangnan University, Wuxi 214122, ChinaSchool of Internet of Things Engineering, Jiangnan University, Wuxi 214122, ChinaSchool of Internet of Things Engineering, Jiangnan University, Wuxi 214122, ChinaThis paper studies identification problems of two-input single-output controlled autoregressive moving average systems by using an estimated noise transfer function to filter the input-output data. Through data filtering, we obtain two simple identification models, one containing the parameters of the system model and the other containing the parameters of the noise model. Furthermore, we deduce a data filtering based recursive least squares method for estimating the parameters of these two identification models, respectively, by replacing the unmeasurable variables in the information vectors with their estimates. The proposed algorithm has high computational efficiency because the dimensions of its covariance matrices become small. The simulation results indicate that the proposed algorithm is effective.http://dx.doi.org/10.1155/2014/694053 |
| spellingShingle | Xianling Lu Wei Zhou Wenlin Shi Data Filtering Based Recursive Least Squares Algorithm for Two-Input Single-Output Systems with Moving Average Noises Journal of Applied Mathematics |
| title | Data Filtering Based Recursive Least Squares Algorithm for Two-Input Single-Output Systems with Moving Average Noises |
| title_full | Data Filtering Based Recursive Least Squares Algorithm for Two-Input Single-Output Systems with Moving Average Noises |
| title_fullStr | Data Filtering Based Recursive Least Squares Algorithm for Two-Input Single-Output Systems with Moving Average Noises |
| title_full_unstemmed | Data Filtering Based Recursive Least Squares Algorithm for Two-Input Single-Output Systems with Moving Average Noises |
| title_short | Data Filtering Based Recursive Least Squares Algorithm for Two-Input Single-Output Systems with Moving Average Noises |
| title_sort | data filtering based recursive least squares algorithm for two input single output systems with moving average noises |
| url | http://dx.doi.org/10.1155/2014/694053 |
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