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Multi-Steps Weighted ARMA Identification Algorithm for the Multi-sensors System with Unknown Parameters

Published: 27 July 2018 Publication History

Abstract

In this paper, we describe the formatting guidelines for For the multi-sensors time-invariant system with unknown parameters, in order to improve the accuracy of the identification, based on the ARMA model, a kind of multi-steps identification algorithm is presented. Step a: we use recursive extended least squares method to get the local estimates of the unknown parameters, we use arithmetic mean to get the first fusion estimates of the parameters. Step b: we use correlated function method to get the estimates of observation noises of every single sensor. Step c is the key step of our algorithm which differs from the conventional 2-steps algorithm. Step c: we take the related information of the estimates of every single sensor as the weight, we take the weighted fusion of the local estimates as the final estimates of the parameters. Compared to the real values, the final estimates are more accurate than the first estimates. We use Matlab to simulate a typical example, the simulation results show that the final estimates have better convergence than the first estimates, which could show the accuracy advantage of the multi-steps identification algorithm presented in this paper.

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  1. Multi-Steps Weighted ARMA Identification Algorithm for the Multi-sensors System with Unknown Parameters

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    ICACS '18: Proceedings of the 2nd International Conference on Algorithms, Computing and Systems
    July 2018
    245 pages
    ISBN:9781450365093
    DOI:10.1145/3242840
    Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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    • Xi'an Jiaotong-Liverpool University: Xi'an Jiaotong-Liverpool University

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    Published: 27 July 2018

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    Author Tags

    1. ARMA model
    2. Multi-sensors System
    3. Multi-steps Identification Algorithm
    4. Unknown Parameters
    5. Weighted

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