Recursive identification under scarce measurements-convergence analysis

DOI10.1016/S0005-1098(01)00236-9MaRDI QIDQ5960324zbMATH OpenOpenAlexFDO

Authors Roberto Sanchis, Pedro Albertos

Publication date 15 December 2002

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0005-1098(01)00236-9

zbMATH Keywords

local stabilitymissing data identificationoutput predictorrecursive least squares identificationregular output measurementsscarce input-output sampled data

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

Review text

A problem of pseudo-linear recursive least squares identification of a noisy linear continuous-time SISO system from scarce input-output sampled data is considered. The input is updated periodically at a fixed rate, and the output is measured synchronously with a regular or irregular availability pattern. The convergence analysis of a recursive identification algorithm for the system parameters using scarce output data is presented for the case of regular output measurements. The unmeasured outputs are estimated by an output predictor based on the available parameter estimates and the input-output system model. The existence of wrong local equilibrium points in the limit case, when the input updating period tends to zero, and a local stability condition for the presented identification routine are established. The theoretical results are illustrated by means of simulation examples.

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Cites work

• Analysis of recursive stochastic algorithms
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Cited in

(7)

• Fuzzy modeling of non-uniformly sampling nonlinear systems based on clustering method and convergence analysis
• Least-squares parameter estimation for systems with irregularly missing data
• scientific article; zbMATH DE number 6531847 (Why is no real title available?)
• Kalman filter-based identification for systems with randomly missing measurements in a network environment
• Non-uniform sampling strategies for digital control
• Maximum likelihood interval-varying recursive least squares identification for output-error autoregressive systems with scarce measurements
• Parameter estimation with scarce measurements

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