The hierarchical iterative identification algorithm for multi-input-output-error systems with autoregressive noise (Q1687433)
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scientific article; zbMATH DE number 6821584
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| English | The hierarchical iterative identification algorithm for multi-input-output-error systems with autoregressive noise |
scientific article; zbMATH DE number 6821584 |
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The hierarchical iterative identification algorithm for multi-input-output-error systems with autoregressive noise (English)
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3 January 2018
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Summary: This paper considers the identification problem of multi-input-output-error autoregressive systems. A Hierarchical Gradient-based Iterative (H-GI) algorithm and a Hierarchical Least Squares-based Iterative (H-LSI) algorithm are presented by using the hierarchical identification principle. A Gradient-based Iterative (GI) algorithm and a Least Squares-based Iterative (LSI) algorithm are presented for comparison. The simulation results indicate that the H-LSI algorithm can obtain more accurate parameter estimates than the LSI algorithm, and the H-GI algorithm converges faster than the GI algorithm.
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identification
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multi-input multi-output-error autoregressive systems
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hierarchical gradient-based iterative (H-GI) algorithm
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hierarchical least squares based iterative (H-LSI) algorithm
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