Coupled least squares identification algorithms for multivariate output-error systems

DOI10.3390/A10010012MaRDI QIDQ1662599zbMATH OpenOpenAlexFDO

Authors Wu Huang, Feng Ding

Publication date 20 August 2018

Published in Algorithms (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3390/a10010012

zbMATH Keywords

auxiliary modelcoupling identification conceptleast squaresmultivariate systemparameter estimation

Mathematics Subject Classification ID

Point estimation (62F10) Non-Markovian processes: estimation (62M09) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

Review text

Summary: This paper focuses on the recursive identification problems for a multivariate output-error system. By decomposing the system into several subsystems and by forming a coupled relationship between the parameter estimation vectors of the subsystems, two coupled auxiliary model based recursive least squares (RLS) algorithms are presented. Moreover, in contrast to the auxiliary model based recursive least squares algorithm, the proposed algorithms provide a reference to improve the identification accuracy of the multivariate output-error system. The simulation results confirm the effectiveness of the proposed algorithms.

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Cited in

(11)

• Recursive parameter estimation algorithm for multivariate output-error systems
• Online adaptive parameter estimation for quadrotors
• The bias compensation based parameter and state estimation for observability canonical state-space models with colored noise
• System identification. part H: coupled identification concept and methods
• Coupled stochastic gradient algorithm and performance analysis for multivariable systems
• Bias compensation based partially coupled recursive least squares identification algorithm with forgetting factors for MIMO systems: application to PMSMs
• Parameter estimation for coupled multivariable error models
• Coupled finite-data-window RLS identification approache with forgetting factors for multi-variate systems
• Coupled multi-innovation identification methods for multivariable output-error-like systems
• A coupled recursive least squares algorithm for multivariable systems and its computational amount analysis by using the coupling identification concept
• Distributed identification based partially-coupled recursive generalized extended least squares algorithm for multivariate input-output-error systems with colored noises from observation data

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