Return
Parameter estimation for a dual-rate system with time delay
DOI:10.1016/j.isatra.2014.01.001.png)
Abstract
En 中文
This paper investigates the parameter estimation problem of the dual-rate system with time delay. The slow-rate model of the dual-rate system with time delay is derived by using the discretization technique. The parameters and states of the system are simultaneously estimated. The states are estimated by using the Kalman filter, and the parameters are estimated based on the stochastic gradient algorithm or the recursive least squares algorithm. When concerning state estimate of the dual-rate system with time delay, the state augmentation method is employed with lower computational load than that of the conventional one. Simulation examples and an experimental study are given to illustrate the proposed algorithm. (C) 2014 ISA. Published by Elsevier Ltd. All rights reserved.
Keywords:
Parameter estimation
Dual-rate
Time delay
Stochastic gradient
Least squares
Kalman filter
AI Summary
Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.
Journal
IF:
6.5
Papers:
5.9K
Citations:
2.0W

