RECURSIVE BIAS-COMPENSATING ALGORITHM FOR THE IDENTIFICATION OF DYNAMICAL BILINEAR SYSTEMS IN THE ERRORS-IN-VARIABLES FRAMEWORK

T. Larkowski, J. G. Linden, B. Vinsonneau, K. J. Burnham

2008

Abstract

The paper investigates a recursive approach for the bias compensating least squares (BCLS) technique. The method presented is applied to the problem of on-line identification of single-input single-output bilinear models in the errors-in-variables framework. Within this framework the recursive bilinear BCLS algorithm is realized when a bilinear Frisch scheme (BFS) is iteratively applied for the estimation of the parameters of an exemplary bilinear system, giving rise to the exact recursive BFS (ERBFS) method. Moreover, a further extension of the ERBFS incorporating Tikhonov regularization with variable exponential weighting is considered and this is shown to be beneficial in the initial period of the identification procedure.

Paper Citation

in Harvard Style

Larkowski T., G. Linden J., Vinsonneau B. and J. Burnham K. (2008). RECURSIVE BIAS-COMPENSATING ALGORITHM FOR THE IDENTIFICATION OF DYNAMICAL BILINEAR SYSTEMS IN THE ERRORS-IN-VARIABLES FRAMEWORK . In Proceedings of the Fifth International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO, ISBN 978-989-8111-32-6, pages 38-45. DOI: 10.5220/0001496000380045

in Bibtex Style

@conference{icinco08,
author={T. Larkowski and J. G. Linden and B. Vinsonneau and K. J. Burnham},
title={RECURSIVE BIAS-COMPENSATING ALGORITHM FOR THE IDENTIFICATION OF DYNAMICAL BILINEAR SYSTEMS IN THE ERRORS-IN-VARIABLES FRAMEWORK},
booktitle={Proceedings of the Fifth International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO,},
year={2008},
pages={38-45},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0001496000380045},
isbn={978-989-8111-32-6},
}

in EndNote Style

TY - CONF
JO - Proceedings of the Fifth International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO,
TI - RECURSIVE BIAS-COMPENSATING ALGORITHM FOR THE IDENTIFICATION OF DYNAMICAL BILINEAR SYSTEMS IN THE ERRORS-IN-VARIABLES FRAMEWORK
SN - 978-989-8111-32-6
AU - Larkowski T.
AU - G. Linden J.
AU - Vinsonneau B.
AU - J. Burnham K.
PY - 2008
SP - 38
EP - 45
DO - 10.5220/0001496000380045