UNBIASED EQUATION-ERROR APPROACH FOR EFFICIENT IIR SYSTEM IDENTIFICATION (FriAmOR1)

Author(s) : H. C. So (City University of Hong Kong, Hong Kong) Y. T. Chan (The Chinese University of Hong Kong, Hong Kong) K. C. Ho (University of Missouri-Columbia, USA) K. W. Chan (City University of Hong Kong, Hong Kong)

Abstract : Based on the equation-error approach, a weighted least squares algorithm with a generalized unit-norm constraint is developed for unbiased infinite impulse response (IIR) system identification in the presence of white input and/or output noise. Through using a weighting matrix, the proposed estimator can be considered as a generalization of the Koopmans-Levin method and it produces better estimation accuracy. Computer simulations are included to evaluate the estimator performance for IIR parameters in different conditions.

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