The hierarchical iterative identification algorithm for multi-input-output-error systems with autoregressive noise (Q1687433)

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.