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Sliding window identification with linear-equality constraints

Thabet, Hajer and Ayadi, Mounir and Rotella, Frédéric Sliding window identification with linear-equality constraints. (2015) In: 2015 IEEE 12th International Multi-Conference on Systems, Signals & Devices (SSD15), 16 March 2015 - 19 March 2015 (Madhia, Tunisia).

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Official URL: https://doi.org/10.1109/SSD.2015.7348189


In this paper, we present a new algorithm of sliding window identification with linear-equality constraints. This algorithm consists in firstly deleting the oldest set of data and in secondly adding the last set of data. The method developed in this paper allows to consider at every step a set of new data by an extension of their result. The proposed algorithm is based on the recursive calculus of the pseudo-inverse matrix from the forms of Albert and Sittler. A simple and easily implementable initialization of the constrained algorithm is proposed. An improvement is obtained by removing the influence of oldest set of data and by satisfying the linear-equality constraints. It is shown that the solutions of the sliding window identification algorithm converge to the true parameter that satisfies the equality constraints. Numerical example is provided to show the effectiveness of the proposed method.

Item Type:Conference or Workshop Item (Paper)
Additional Information:© 2015 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
HAL Id:hal-01945182
Audience (conference):International conference proceedings
Uncontrolled Keywords:
Institution:Université de Toulouse > Institut National Polytechnique de Toulouse - Toulouse INP (FRANCE)
Other partners > Université de Tunis - El Manar (TUNISIA)
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Deposited On:22 Nov 2018 13:11

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