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Revision as of 11:03, 12 February 2024

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Convergence analysis of estimation algorithms for dual-rate stochastic systems
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    Convergence analysis of estimation algorithms for dual-rate stochastic systems (English)
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    16 June 2006
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    First, a deterministic system described by a difference equation is considered. Using a polynomial transformation technique, a dual-rate model is derived. Based on this model, a recursive least squares algorithm is proposed to estimate the parameters and the intersample outputs. The algorithm uses only dual-rate measurement data. Next, a martingale process is formulated. Using the stochastic process theory, the convergence of the parameter estimation given by the proposed algorithm is proved. Two illustrative examples are also presented.
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    parameter estimation
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    system identification
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    numerical examples
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    multirate systems
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    difference equation
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    least squares algorithm
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    martingale process
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    convergence
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