Recursive parameter estimation of transfer function matrix models via Simpson's integrating rules
作者:
YUNG-CHENG CHAO,
CHENG-LIANG CHEN,
HSIAO-PING HUANG,
期刊:
International Journal of Systems Science
(Taylor Available online 1987)
卷期:
Volume 18,
issue 5
页码: 901-911
ISSN:0020-7721
年代: 1987
DOI:10.1080/00207728708964017
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Recursive formulae for repeated integration of a continuous-time function with uniformly sampled data using Simpson's 1/3 and 3/8 integrating rules are derived. Combined with the recursive algorithm of the least-squares solution, a method for recursive parameter estimation of transfer function matrix models in multiple-input-multiple-output systems is proposed. It is demonstrated that the use of the popular integrating rules for parameter estimation can be as effective as sophisticated methods that use orthogonal functions and the associated operational properties reported in the literature. The proposed algorithm is suitable for on-line applications and computer programming. Three numerical examples are included to illustrate the applicability of the proposed method.
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