A computationally efficient scheme for estimating linear noisy input-output systems

Wei Xing Zheng

doi:10.1109/ISCAS.2001.921020

A computationally efficient scheme for estimating linear noisy input-output systems

Wei Xing Zheng

School of Computer, Data & Mathematical Sciences

Research output: Chapter in Book / Conference Paper › Conference Paper › peer-review

2 Citations (Scopus)

Abstract

This paper studies the computational efficiency of the bias-eliminated least-squares (BELS) method recently proposed for estimating linear systems in the presence of input and output noises. It is found that the BELS method based on expanding the denominator polynomial of the system transfer function by two dimensions may involve some redundant computations due to its handling of an augmented system model in its estimation scheme. To improve the computational efficiency, a direct estimation scheme is proposed to identify the underlying noisy input-output system. Numerical results show that the computational cost can be considerably reduced using such a new estimation scheme.

Original language	English
Title of host publication	ISCAS 2001 - 2001 IEEE International Symposium on Circuits and Systems, Conference Proceedings
Pages	117-120
Number of pages	4
DOIs	https://doi.org/10.1109/ISCAS.2001.921020
Publication status	Published - 2001
Event	2001 IEEE International Symposium on Circuits and Systems, ISCAS 2001 - Sydney, NSW, Australia Duration: 6 May 2001 → 9 May 2001

Publication series

Name	ISCAS 2001 - 2001 IEEE International Symposium on Circuits and Systems, Conference Proceedings
Volume	2

Conference

Conference	2001 IEEE International Symposium on Circuits and Systems, ISCAS 2001
Country/Territory	Australia
City	Sydney, NSW
Period	6/05/01 → 9/05/01

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10.1109/ISCAS.2001.921020

Cite this

Zheng, W. X. (2001). A computationally efficient scheme for estimating linear noisy input-output systems. In ISCAS 2001 - 2001 IEEE International Symposium on Circuits and Systems, Conference Proceedings (pp. 117-120). Article 921020 (ISCAS 2001 - 2001 IEEE International Symposium on Circuits and Systems, Conference Proceedings; Vol. 2). https://doi.org/10.1109/ISCAS.2001.921020

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title = "A computationally efficient scheme for estimating linear noisy input-output systems",

abstract = "This paper studies the computational efficiency of the bias-eliminated least-squares (BELS) method recently proposed for estimating linear systems in the presence of input and output noises. It is found that the BELS method based on expanding the denominator polynomial of the system transfer function by two dimensions may involve some redundant computations due to its handling of an augmented system model in its estimation scheme. To improve the computational efficiency, a direct estimation scheme is proposed to identify the underlying noisy input-output system. Numerical results show that the computational cost can be considerably reduced using such a new estimation scheme.",

author = "Zheng, {Wei Xing}",

year = "2001",

doi = "10.1109/ISCAS.2001.921020",

language = "English",

isbn = "0780366859",

series = "ISCAS 2001 - 2001 IEEE International Symposium on Circuits and Systems, Conference Proceedings",

pages = "117--120",

booktitle = "ISCAS 2001 - 2001 IEEE International Symposium on Circuits and Systems, Conference Proceedings",

note = "2001 IEEE International Symposium on Circuits and Systems, ISCAS 2001 ; Conference date: 06-05-2001 Through 09-05-2001",

}

Zheng, WX 2001, A computationally efficient scheme for estimating linear noisy input-output systems. in ISCAS 2001 - 2001 IEEE International Symposium on Circuits and Systems, Conference Proceedings., 921020, ISCAS 2001 - 2001 IEEE International Symposium on Circuits and Systems, Conference Proceedings, vol. 2, pp. 117-120, 2001 IEEE International Symposium on Circuits and Systems, ISCAS 2001, Sydney, NSW, Australia, 6/05/01. https://doi.org/10.1109/ISCAS.2001.921020

A computationally efficient scheme for estimating linear noisy input-output systems. / Zheng, Wei Xing.
ISCAS 2001 - 2001 IEEE International Symposium on Circuits and Systems, Conference Proceedings. 2001. p. 117-120 921020 (ISCAS 2001 - 2001 IEEE International Symposium on Circuits and Systems, Conference Proceedings; Vol. 2).

Research output: Chapter in Book / Conference Paper › Conference Paper › peer-review

TY - GEN

T1 - A computationally efficient scheme for estimating linear noisy input-output systems

AU - Zheng, Wei Xing

PY - 2001

Y1 - 2001

N2 - This paper studies the computational efficiency of the bias-eliminated least-squares (BELS) method recently proposed for estimating linear systems in the presence of input and output noises. It is found that the BELS method based on expanding the denominator polynomial of the system transfer function by two dimensions may involve some redundant computations due to its handling of an augmented system model in its estimation scheme. To improve the computational efficiency, a direct estimation scheme is proposed to identify the underlying noisy input-output system. Numerical results show that the computational cost can be considerably reduced using such a new estimation scheme.

AB - This paper studies the computational efficiency of the bias-eliminated least-squares (BELS) method recently proposed for estimating linear systems in the presence of input and output noises. It is found that the BELS method based on expanding the denominator polynomial of the system transfer function by two dimensions may involve some redundant computations due to its handling of an augmented system model in its estimation scheme. To improve the computational efficiency, a direct estimation scheme is proposed to identify the underlying noisy input-output system. Numerical results show that the computational cost can be considerably reduced using such a new estimation scheme.

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DO - 10.1109/ISCAS.2001.921020

M3 - Conference Paper

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T3 - ISCAS 2001 - 2001 IEEE International Symposium on Circuits and Systems, Conference Proceedings

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BT - ISCAS 2001 - 2001 IEEE International Symposium on Circuits and Systems, Conference Proceedings

T2 - 2001 IEEE International Symposium on Circuits and Systems, ISCAS 2001

Y2 - 6 May 2001 through 9 May 2001

ER -

A computationally efficient scheme for estimating linear noisy input-output systems

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