Based on the work in Ding and Ding(2008),we develop a modifed stochastic gradient(SG)parameter estimation algorithm for a dual-rate Box-Jenkins model by using an auxiliary model.We simplify the complex dual-rate Box-Jenkins model to two fnite impulse response(FIR)models,present an auxiliary model to estimate the missing outputs and the unknown noise variables,and compute all the unknown parameters of the system with colored noises.Simulation results indicate that the proposed method is efective.
The multirate multi-input systems have different updating periods and sampling periods such that the conventional identification algorithms cannot be used to identify such multirate systems. By using the auxiliary model identification idea, the multiinnovation stochastic gradient algorithm is developed to estimate the parameters of multirate systems. Finally, an illustrative example is given to verify the effectiveness of the proposed algorithm.
