Parameter identification of fractional order CARMA model based on least squares principle
by Jiali Rui; Junhong Li
International Journal of Computer Applications in Technology (IJCAT), Vol. 69, No. 1, 2022

Abstract: The fractional order model is more accurate than the integer order model when describing the actual system. This paper studies the fractional order CARMA model identification, and derives the identification expression of the fractional order CARMA model through the definition of Grünwald-Letnikov fractional order differentiation. In order to identify the unknown parameters of the model with coloured noise, the least squares based iterative identification algorithm and the recursive extended least squares algorithm are respectively derived based on the least squares principle. Then two simulation examples are given. The simulation results show that the errors of the parameter estimation obtained by the two algorithms are small, which proves the effectiveness of the proposed algorithms.

Online publication date: Tue, 11-Oct-2022

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