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Resetting AUDI Algorithm Used in Rapid Time-varying MIMO System Identification
作者姓名:许超  Chen Zhigang  Shao Huihe
作者单位:AutomationDepartment,ShanghaiJiaotongUniversity,Shanghai200030,P.R.China
基金项目:SupportedbytheNational 973PlanofChina .
摘    要:Augmented UD identification (AUDI) technique is derived from the traditional recursive leastsquares (RLS) algorithm and has been developed rapidly during the last decade. AUDI is a cluster of identification algorithms based on matrix factorization methods (such as QR and LDL) and thus shows its stable performance in system identification applications. An AUDI algorithm with resetting strategy (RAUDI) has much ability in rapid time-varying SISO system identification. In this paper, an endeavor to expand the RAUDI in MIMO system identification is made and a comparative experiement is done to exhibit its good ability in rapidly changing parameter estimate in MIMO system.

关 键 词:RAUDI  MIMO系统  系统识别  矩阵因数分解模型  参数估计  时间变量系统

Resetting AUDI Algorithm Used in Rapid Time-varying MIMO System Identification
Xu Chao,Chen Zhigang,Shao Huihe.Resetting AUDI Algorithm Used in Rapid Time-varying MIMO System Identification[J].High Technology Letters,2004,10(3):74-77.
Authors:Xu Chao  Chen Zhigang  Shao Huihe
Abstract:Augmented UD identification (AUDI) technique is derived from the traditional recursive least squares (RLS) algorithm and has been developed rapidly during the last decade. AUDI is a cluster of identification algorithms based on matrix factorization methods (such as QR and LDL) and thus shows its stable performance in system identification applications. An AUDI algorithm with resetting strategy (RAUDI) has much ability in rapid time varying SISO system identification. In this paper, an endeavor to expand the RAUDI in MIMO system identification is made and a comparative experiement is done to exhibit its good ability in rapidly changing parameter estimate in MIMO system.
Keywords:RAUDI  system identification  MIMO  LDL factorization
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