Two-stage adaptive estimation of irrational linear systems

Abstract

© 2017 Elsevier GmbH In the present paper, an adaptive parameter estimation algorithm applicable to linear systems with transfer functions of arbitrary structure is proposed. The approach can be applied to a wide class of linear processes, including non-linearly parameterized ones. The proposed method is applicable to fractional-order systems, distributed-parameter and delayed systems, and other classes of systems described by irrational transfer functions. In the first stage of the proposed procedure, values of the transfer function at specific frequencies are pinpointed by means of the Recursive Least Square algorithm with forgetting factor. In the second stage, the unknown parameters are found by numerically inverting complex non-linear relations linking them to the quantities estimated in the first stage. The inversion is performed by means of an iterative, gradient-based scheme. The method is illustrated by several detailedly explained numerical examples.