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Generalized Yule-walker and two-stage identification algorithms for dual-rate systems

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Abstract

In this paper, two approaches are developed for directly identifying single-rate models of dual-rate stochastic systems in which the input updating frequency is an integer multiple of the output sampling frequency. The first is the generalized Yule-Walker algorithm and the second is a two-stage algorithm based on the correlation technique. The basic idea is to directly identify the parameters of underlying single-rate models instead of the lifted models of dual-rate systems from the dual-rate input-output data, assuming that the measurement data are stationary and ergodic. An example is given.

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Authors and Affiliations

  1. Control Science and Engineering Research Center, Southern Yangtze University, Wuxi, Jiangsu, 214122, China

    Feng Ding

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  1. Feng Ding
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Additional information

This work was supported by the National Natural Science Foundation of China (No. 60574051).

Feng DING was born in Guangshui, Hubei Province. He received the B.S. degree from the Hubei University of Technology in 1984, and the M.S. and Ph.D. degrees in automatic control both from the Department of Automation, Tsinghua University, Beijing, in 1991 and 1994, respectively. From 1984 to 1988, he was an Electrical Engineer at the Hubei Pharmaceutical Factory, Xiangfan, China. Since 1994 he was with the Department of Automation at the Tsinghua University, Beijing, and he has been a Post-Doctoral Fellow/Research Associate at the University of Alberta, Edmonton, Canada since 2002. He is now with the Control Science and Engineering Research Center at the Southern Yangtze University, Wuxi, China. His current research interests include model identification and adaptive control. He co-authored the book “Adaptive Control Systems” (Tsinghua University Press, Beijing, 2002), and published over 60 Journal papers on modeling and identification as the first author.

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Ding, F. Generalized Yule-walker and two-stage identification algorithms for dual-rate systems. J. Control Theory Appl. 4, 338–342 (2006). https://doi.org/10.1007/s11768-006-5084-5

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  • DOI: https://doi.org/10.1007/s11768-006-5084-5

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