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Recursive algorithm for the two-stage EFOP estimation method

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Abstract

A recursive algorithm for the two-stage empirical frequency-domain optimal parameter (EFOP) estimation method was proposed. The EFOP method was a novel system identification method for Black-box models that combines time-domain estimation and frequency-domain estimation. It has improved anti-disturbance performance, and could precisely identify models with fewer sample numbers. The two-stage EFOP method based on the boot-strap technique was generally suitable for Black-box models, but it was an iterative method and takes too much computation work so that it did not work well online. A recursive algorithm was proposed for disturbed stochastic systems. Some simulation examples are included to demonstrate the validity of the new method.

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Authors and Affiliations

  1. School of Software, Tsinghua University, Beijing, 100084, China

    Luo GuiMing & Huang Jian

Authors
  1. Luo GuiMing
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  2. Huang Jian
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Correspondence to Luo GuiMing.

Additional information

Supported by the National Key Basic Research and Development Project, (Grant No. 2004CB719400), the National Natural Science Foundation of China (Grant Nos. 60474026 and 60672110)

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Luo, G., Huang, J. Recursive algorithm for the two-stage EFOP estimation method. Sci. China Ser. F-Inf. Sci. 51, 145–157 (2008). https://doi.org/10.1007/s11432-008-0007-3

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  • DOI: https://doi.org/10.1007/s11432-008-0007-3

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