Iterative parameter estimation methods for dual‐rate sampled‐data bilinear systems by means of the data filtering technique

Abstract

Abstract This paper considers the iterative parameter estimation for a dual‐rate sampled‐data bilinear system with autoregressive moving average noise. Through combining the auxiliary model identification idea with the data filtering technique, this paper derives two filtering auxiliary model gradient‐based iterative algorithms by using two different filters. The key is to construct an auxiliary model for predicting the unavailable outputs, and to transform the dual‐rate bilinear system identification model into two sub‐identification models. Finally, an auxiliary model gradient‐based iterative (AM‐GI) algorithm is presented for comparison. The simulation results indicate that the proposed algorithms are effective for identifying the dual‐rate sampled‐data bilinear systems, and can generate more accurate parameter estimates and have a higher computational efficiency than the AM‐GI algorithm.

Keywords

• Optimisation techniques
• Simulation, modelling and identification
• Interpolation and function approximation (numerical analysis)
• Time series
• Discrete control systems
• Nonlinear control systems