Data filtering based recursive and iterative least squares algorithms for parameter estimation of multi-input output systems (Q1736818)

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Data filtering based recursive and iterative least squares algorithms for parameter estimation of multi-input output systems
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    Data filtering based recursive and iterative least squares algorithms for parameter estimation of multi-input output systems (English)
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    26 March 2019
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    Summary: This paper discusses the parameter estimation problems of multi-input output-error autoregressive (OEAR) systems. By combining the auxiliary model identification idea and the data filtering technique, a data filtering based recursive generalized least squares (F-RGLS) identification algorithm and a data filtering based iterative least squares (F-LSI) identification algorithm are derived. Compared with the F-RGLS algorithm, the proposed F-LSI algorithm is more effective and can generate more accurate parameter estimates. The simulation results confirm this conclusion.
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    multivariable system
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    filtering technique
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    iterative identification
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    recursive least squares
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