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

Key words:  Identification  Estimation  Least squares optimization  Multirate systems  Dual-rate systems  Correlation analysis  Yule-walker algorithm.

摘要:

Abstract:

In this paper, two approaches are developed for directly identifying single-rate models of dual-rate stochas- tic 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.