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		Feng DING.[en_title][J].Control Theory and Technology,2006,4(4):338~342.[Copy]

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FengDING
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Received:April 20, 2005Revised:June 05, 2006

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Generalized Yule-walker and two-stage identification algorithms for dual-rate systems

Feng DING

(Control Science and Engineering Research Center, Southern Yangtze University, Wuxi Jiangsu 214122, China)

Abstract:

In this paper, two approaches are developed for directly identifying single-rate models of dual-rate stochas- tic systems in which the input updating frequency is an integer multiple of the output sampling frequency. The first is the generalized Yule-Walker algorithm and the second is a two-stage algorithm based on the correlation technique. The basic idea is to directly identify the parameters of underlying single-rate models instead of the lifted models of dual-rate systems from the dual-rate input-output data, assuming that the measurement data are stationary and ergodic. An example is given.

Key words: Identification Estimation Least squares optimization Multirate systems Dual-rate systems Correlation analysis Yule-walker algorithm.