A cumulant based algorithm for the identification of input-output quadratic systems

Authors:
P. Koukoulas;V. Tsoulkas;N. Kalouptsidis
Affiliations:
Department of Informatics and Telecommunications, University of Athens, TYPA Buildings, 15771, Athens, Greece;Department of Informatics and Telecommunications, University of Athens, TYPA Buildings, 15771, Athens, Greece;Department of Informatics and Telecommunications, University of Athens, TYPA Buildings, 15771, Athens, Greece
Venue:
Automatica (Journal of IFAC)
Year:
2002

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Abstract

The identification of a special class of polynomial models is pursued in this paper. In particular a parameter estimation algorithm is developed for the identification of an input-output quadratic model excited by a zero mean white Gaussian input and with the output corrupted by additive measurement noise. Input-output crosscumulants up to the fifth order are employed and the identification problem of the unknown model parameters is reduced to the solution of successive triangular linear systems of equations that are solved at each step of the algorithm. Simulation studies are carried out and the proposed methodology is compared with two least squares type identification algorithms, the output error method and a combination of the instrumental variables and the output error approach. The proposed cumulant based algorithm and the output error method are tested with real data produced by a robotic manipulator.