|Hierarchical Parameter Estimation for the Frequency Response Based on the Dynamical Window Data
Ling Xu, Weili Xiong*, Ahmed Alsaedi, and Tasawar Hayat
International Journal of Control, Automation, and Systems, vol. 16, no. 4, pp.1756-1764, 2018
Abstract : "This paper studies the problem of parameter estimation for frequency response signals. For a linear
system, the frequency response is a sine signal with the same frequency as the input sine signal. When a multifrequency
sine signal is applied to a system, the system response also is a multi-frequency sine signal. The signal
modeling for multi-frequency sine signals is very difficult due to the highly nonlinear relations between the characteristic
parameters and the model output. In order to obtain the parameter estimates of the multi-frequency sine
signal, the signal modeling methods based on statistical identification are proposed by means of the dynamical
window discrete measured data. By constructing a criterion function with respect to the model parameters to be
estimated, a hierarchical multi-innovation stochastic gradient estimation method is derived through parameter decomposition.
Moreover, the forgetting factor and the convergence factor are introduced to improve the performance
of the algorithm. The simulation results show the effectiveness of the proposed methods."
Hierarchical estimation, multi-frequency signal, multi-innovation, parameter estimation.