Input--output data filtering based recursive least squares identification for CARARMA systems

  • Authors:

  • Dongqing Wang;Feng Ding

  • Affiliations:

  • College of Automation Engineering, Qingdao University, Qingdao 266071, PR China;School of Communication and Control Engineering, Jiangnan University, Wuxi 214122, PR China

  • Venue:
  • Digital Signal Processing
  • Year:
  • 2010

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Abstract

This paper uses an estimated noise transfer function to filter the input-output data and presents filtering based recursive least squares algorithms (F-RLS) for controlled autoregressive autoregressive moving average (CARARMA) systems. Through the data filtering, we obtain two identification models, one including the parameters of the system model, and the other including the parameters of the noise model. Thus, the recursive least squares method can be used to estimate the parameters of these two identification models, respectively, by replacing the unmeasurable variables in the information vectors with their estimates. The proposed F-RLS algorithm has a high computational efficiency because the dimensions of its covariance matrices become small and can generate more accurate parameter estimation compared with other existing algorithms.