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TEKRARLAMALI GAUSS-SEIDEL YARDIMCI DEĞİŞKENLER ALGORİTMASI İLE TRANSFER FONKSİYONU PARAMETRELERİNİN YANSIZ TAHMİNİ

Unbiased Estimation of Transfer Function Parameters with Recursive Gauss-Seidel Instrumental Variables Algorithm

Journal Name:

  • Uludağ Üniversitesi Mühendislik-Mimarlık Fakültesi Dergisi

Publication Year:

  • 2007

Key Words:

Keywords (Original Language):

Author NameUniversity of AuthorFaculty of Author
Abstract (2. Language): 
In this paper, a recursive algorithm based on the use of Gauss-Seidel iterations and instrumental variables together is introduced for unbiased estimation of transfer function parameters of linear time invariant discrete-time systems. Furthermore, a stochastic convergence analysis of the proposed algorithm is performed and it is shown that the proposed algorithm is an unbiased parameter estimator that gives optimum solution of normal equations even if the measurement noise is colored. The proposed algorithm is used for estimation of transfer function parameters of a sample second order system and compared with similar algorithms by a simulation study. According to the results obtained, it is shown that the proposed algorithm is a good alternative to the others by viewpoints of computational complexity and convergence rate.
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Abstract (Original Language): 
Bu makalede, doğrusal zamanla değişmeyen ayrık-zamanlı sistemlerin transfer fonksiyonu parametrelerini yansız olarak tahmin etmek için, Gauss-Seidel iterasyonları ile yardımcı değişkenlerin birlikte kullanıldığı tekrarlamalı bir algoritma önerilmiştir. Ayrıca, önerilen algoritmanın stokastik yakınsama analizi yapılmış ve yardımcı değişkenlerin kullanılması durumunda ölçme gürültüsünün renkli gürültü olması durumunda bile normal denklemlerin optimum çözümünü veren yansız bir kestireç olduğu gösterilmiştir. Önerilen algoritma, yapılan bir simülasyon çalışmasıyla bir örnek ikinci derece sistemin transfer fonksiyonu parametrelerinin tahmin edilmesinde kullanılmış ve benzer algoritmalarla karşılaştırmalı olarak incelenmiştir. Elde edilen sonuçlara göre, önerilen algoritmanın işlem yükü ve yakınsama hızı açısından diğer algoritmalara iyi bir alternatif olduğu görülmüştür.
FULL TEXT (PDF): 
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  • 1
51-59
  • Turkish

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