Bias compensation based hierarchical parameter estimation for dual-rate sampled systems with colored noises

This paper considers a class of dual-rate sampled system identification under colored noises. To deal with the estimation bias caused by the colored noises, a compensation term is added to improve the accuracy of parameter estimation. Since the bias is related to the noise model, both the system and the noise model are estimated interactively by using hierarchical principle. Finally, the proposed algorithm is verified by simulation.