Parameter Estimation for ARMAX Systems Using Bias Compensation Methods

摘要：

For ARMAX systems, this paper derives a bias compensation recursive least squares (BCRLS) identification algorithm by means of the prefilter ieda and the bias compensation principle. The proposed algorithm realizes the recursive computation of the bias compensation methods and can be on-line implemented. The BCRLS algorithm can give the unbiased estimation of the system model parameters in the presence of colored noises, irrespective of the noise model. Finally, the advantages of the proposed BCRLS algorithm over the non-recursive bias compensation least squares (BCLS) algorithm are shown by simulation test.

关键词： ARMAX systems parameter estimation recursive identification least squares bias compensation principle

作者: ZHANG Yong CUI Gui-mei LIU Xin

作者单位: School of Information Engineering,Inner Mongolia University of Science and Technology,Baotou 014010,China

会议类型: 国际会议

会议名称: 2009年中国控制与决策会议(2009 Chinese Control and Decision Conference)

会议地点: 广西桂林

会议语种:英文

页码: 5029-5033

在线出版日期: 2009-06-17（万方平台首次上网日期，不代表论文的发表时间）