Journal
DIGITAL SIGNAL PROCESSING
Volume 62, Issue -, Pages 211-223Publisher
ACADEMIC PRESS INC ELSEVIER SCIENCE
DOI: 10.1016/j.dsp.2016.11.010
Keywords
Parameter estimation; Kalman filtering; Multi-innovation identification; Time-delay system
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Funding
- National Natural Science Foundation of China [61663032]
- Key Research Project of Henan Higher Education Institutions [16A120010]
- Flexible Distinguished Top-Level Talent Plan of Jiangxi Province Talent Project 555
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This paper studies the joint state and parameter estimation problem for a linear state space system with time-delay. A multi-innovation gradient algorithm is developed based on the Kalman filtering principle. To improve the convergence rate, a filtering based multi-innovation gradient algorithm is proposed by using the filtering technique. The analysis indicates that the parameter estimates given by the proposed algorithms converge to their true values under the persistent excitation conditions. A simulation example is given to confirm that the proposed algorithms are effective. (C) 2016 Elsevier Inc. All rights reserved.
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