Identification of Wiener Systems with Recursive Gauss-Seidel Algorithm

Autor:	Metin Hatun
Jazyk:	angličtina
Rok vydání:	2023
Předmět:	auxiliary model gauss-seidel recursive estimation system identification wiener system Electrical engineering. Electronics. Nuclear engineering TK1-9971
Zdroj:	Elektronika ir Elektrotechnika, Vol 29, Iss 5, Pp 4-10 (2023)
Druh dokumentu:	article
ISSN:	1392-1215 2029-5731
DOI:	10.5755/j02.eie.35119
Popis:	The Recursive Gauss-Seidel (RGS) algorithm is presented that is implemented in a one-step Gauss-Seidel iteration for the identification of Wiener output error systems. The RGS algorithm has lower processing intensity than the popular Recursive Least Squares (RLS) algorithm due to its implementation using one-step Gauss-Seidel iteration in a sampling interval. The noise-free output samples in the data vector used for implementation of the RGS algorithm are estimated using an auxiliary model. Also, a stochastic convergence analysis is presented, and it is shown that the presented auxiliary model-based RGS algorithm gives unbiased parameter estimates even if the measurement noise is coloured. Finally, the effectiveness of the RGS algorithm is verified and compared with the equivalent RLS algorithm by computer simulations.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/8a22f31660ce4d568938f9d40fc95b8d Zobrazit plný text záznamu View record in DOAJ