A Greedy Pursuit Hierarchical Iteration Algorithm for Multi-Input Systems with Colored Noise and Unknown Time-Delays
This paper focuses on the joint estimation of parameters and time delays for multi-input systems that contain unknown input delays and colored noise. A greedy pursuit hierarchical iteration algorithm is proposed, which can reduce the estimation cost. Firstly, an over-parameterized approach is employ...
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| Format: | Article |
| Language: | English |
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MDPI AG
2023-08-01
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| Series: | Algorithms |
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| Online Access: | https://www.mdpi.com/1999-4893/16/8/374 |
| _version_ | 1797585826711863296 |
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| author | Ruijuan Du Taiyang Tao |
| author_facet | Ruijuan Du Taiyang Tao |
| author_sort | Ruijuan Du |
| collection | DOAJ |
| description | This paper focuses on the joint estimation of parameters and time delays for multi-input systems that contain unknown input delays and colored noise. A greedy pursuit hierarchical iteration algorithm is proposed, which can reduce the estimation cost. Firstly, an over-parameterized approach is employed to construct a sparse system model of multi-input systems even in the absence of prior knowledge of time delays. Secondly, the hierarchical principle is applied to replace the unknown true noise items with their estimation values, and a greedy pursuit search based on compressed sensing is employed to find key parameters using limited sampled data. The greedy pursuit search can effectively reduce the scale of the system model and improve the identification efficiency. Then, the parameters and time delays can be estimated simultaneously while considering the known orders and found locations of key parameters by utilizing iterative methods with limited sampled data. Finally, some simulations are provided to illustrate the effectiveness of the presented algorithm in this paper. |
| first_indexed | 2024-03-11T00:11:37Z |
| format | Article |
| id | doaj.art-8356786c3f4343eb89a1757af81d39b3 |
| institution | Directory Open Access Journal |
| issn | 1999-4893 |
| language | English |
| last_indexed | 2024-03-11T00:11:37Z |
| publishDate | 2023-08-01 |
| publisher | MDPI AG |
| record_format | Article |
| series | Algorithms |
| spelling | doaj.art-8356786c3f4343eb89a1757af81d39b32023-11-18T23:56:29ZengMDPI AGAlgorithms1999-48932023-08-0116837410.3390/a16080374A Greedy Pursuit Hierarchical Iteration Algorithm for Multi-Input Systems with Colored Noise and Unknown Time-DelaysRuijuan Du0Taiyang Tao1School of Intelligent Manufacturing, Nanyang Institute of Technology, Nanyang 473004, ChinaSchool of Intelligent Manufacturing, Nanyang Institute of Technology, Nanyang 473004, ChinaThis paper focuses on the joint estimation of parameters and time delays for multi-input systems that contain unknown input delays and colored noise. A greedy pursuit hierarchical iteration algorithm is proposed, which can reduce the estimation cost. Firstly, an over-parameterized approach is employed to construct a sparse system model of multi-input systems even in the absence of prior knowledge of time delays. Secondly, the hierarchical principle is applied to replace the unknown true noise items with their estimation values, and a greedy pursuit search based on compressed sensing is employed to find key parameters using limited sampled data. The greedy pursuit search can effectively reduce the scale of the system model and improve the identification efficiency. Then, the parameters and time delays can be estimated simultaneously while considering the known orders and found locations of key parameters by utilizing iterative methods with limited sampled data. Finally, some simulations are provided to illustrate the effectiveness of the presented algorithm in this paper.https://www.mdpi.com/1999-4893/16/8/374large-scale systemstime delaysparameter estimationsystem identificationhierarchical algorithm |
| spellingShingle | Ruijuan Du Taiyang Tao A Greedy Pursuit Hierarchical Iteration Algorithm for Multi-Input Systems with Colored Noise and Unknown Time-Delays Algorithms large-scale systems time delays parameter estimation system identification hierarchical algorithm |
| title | A Greedy Pursuit Hierarchical Iteration Algorithm for Multi-Input Systems with Colored Noise and Unknown Time-Delays |
| title_full | A Greedy Pursuit Hierarchical Iteration Algorithm for Multi-Input Systems with Colored Noise and Unknown Time-Delays |
| title_fullStr | A Greedy Pursuit Hierarchical Iteration Algorithm for Multi-Input Systems with Colored Noise and Unknown Time-Delays |
| title_full_unstemmed | A Greedy Pursuit Hierarchical Iteration Algorithm for Multi-Input Systems with Colored Noise and Unknown Time-Delays |
| title_short | A Greedy Pursuit Hierarchical Iteration Algorithm for Multi-Input Systems with Colored Noise and Unknown Time-Delays |
| title_sort | greedy pursuit hierarchical iteration algorithm for multi input systems with colored noise and unknown time delays |
| topic | large-scale systems time delays parameter estimation system identification hierarchical algorithm |
| url | https://www.mdpi.com/1999-4893/16/8/374 |
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