Convergence of HLS estimation algorithms for multivariable ARX-like systems

DOI10.1016/j.amc.2007.01.089zbMath1117.93332OpenAlexW2044421608MaRDI QIDQ2383841

Feng Ding, Peter Xiaoping Liu, Ling Yun Wang

Publication date: 19 September 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2007.01.089

zbMATH Keywords

parameter estimationmultivariable systemsleast squaresconvergence propertieshierarchical identification principleRecursive identification

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Multivariable systems, multidimensional control systems (93C35) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items (7)

Hierarchical least squares algorithms for single-input multiple-output systems based on the auxiliary model ⋮ Performance analysis of the AM-SG parameter estimation for multivariable systems ⋮ Parameter identification of multi-input, single-output systems based on FIR models and least squares principle ⋮ Least-squares parameter estimation algorithm for a class of input nonlinear systems ⋮ The residual based interactive least squares algorithms and simulation studies ⋮ The residual based interactive stochastic gradient algorithms for controlled moving average models ⋮ Identification of MIMO systems using radial basis function networks with hybrid learning algorithm

Cites Work

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• Hierarchical identification of lifted state-space models for general dual-rate systems
• Hierarchical least squares identification methods for multivariable systems
• Parameter estimation of dual-rate stochastic systems by using an output error method

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