Decomposition Least-Squares-Based Iterative Identification Algorithms for Multivariable Equation-Error Autoregressive Moving Average Systems
This paper is concerned with the identification problem for multivariable equation-error systems whose disturbance is an autoregressive moving average process. By means of the hierarchical identification principle and the iterative search, a hierarchical least-squares-based iterative (HLSI) identifi...
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| Format: | Article |
| Language: | English |
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MDPI AG
2019-07-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/7/7/609 |
| _version_ | 1818129100086181888 |
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| author | Lijuan Wan Ximei Liu Feng Ding Chunping Chen |
| author_facet | Lijuan Wan Ximei Liu Feng Ding Chunping Chen |
| author_sort | Lijuan Wan |
| collection | DOAJ |
| description | This paper is concerned with the identification problem for multivariable equation-error systems whose disturbance is an autoregressive moving average process. By means of the hierarchical identification principle and the iterative search, a hierarchical least-squares-based iterative (HLSI) identification algorithm is derived and a least-squares-based iterative (LSI) identification algorithm is given for comparison. Furthermore, a hierarchical multi-innovation least-squares-based iterative (HMILSI) identification algorithm is proposed using the multi-innovation theory. Compared with the LSI algorithm, the HLSI algorithm has smaller computational burden and can give more accurate parameter estimates and the HMILSI algorithm can track time-varying parameters. Finally, a simulation example is provided to verify the effectiveness of the proposed algorithms. |
| first_indexed | 2024-12-11T07:43:46Z |
| format | Article |
| id | doaj.art-4ab1f11a07754a7ca3de29f9b182d681 |
| institution | Directory Open Access Journal |
| issn | 2227-7390 |
| language | English |
| last_indexed | 2024-12-11T07:43:46Z |
| publishDate | 2019-07-01 |
| publisher | MDPI AG |
| record_format | Article |
| series | Mathematics |
| spelling | doaj.art-4ab1f11a07754a7ca3de29f9b182d6812022-12-22T01:15:30ZengMDPI AGMathematics2227-73902019-07-017760910.3390/math7070609math7070609Decomposition Least-Squares-Based Iterative Identification Algorithms for Multivariable Equation-Error Autoregressive Moving Average SystemsLijuan Wan0Ximei Liu1Feng Ding2Chunping Chen3College of Automation and Electronic Engineering, Qingdao University of Science and Technology, Qingdao 266061, ChinaCollege of Automation and Electronic Engineering, Qingdao University of Science and Technology, Qingdao 266061, ChinaSchool of Internet of Things Engineering, Jiangnan University, Wuxi 214122, ChinaEditorial Office of Journal of Qingdao University of Science and Technology (Natural Science Edition), Qingdao University of Science and Technology, Qingdao 266061, ChinaThis paper is concerned with the identification problem for multivariable equation-error systems whose disturbance is an autoregressive moving average process. By means of the hierarchical identification principle and the iterative search, a hierarchical least-squares-based iterative (HLSI) identification algorithm is derived and a least-squares-based iterative (LSI) identification algorithm is given for comparison. Furthermore, a hierarchical multi-innovation least-squares-based iterative (HMILSI) identification algorithm is proposed using the multi-innovation theory. Compared with the LSI algorithm, the HLSI algorithm has smaller computational burden and can give more accurate parameter estimates and the HMILSI algorithm can track time-varying parameters. Finally, a simulation example is provided to verify the effectiveness of the proposed algorithms.https://www.mdpi.com/2227-7390/7/7/609least-squaresiterative identificationhierarchicalparameter estimationmultivariable system |
| spellingShingle | Lijuan Wan Ximei Liu Feng Ding Chunping Chen Decomposition Least-Squares-Based Iterative Identification Algorithms for Multivariable Equation-Error Autoregressive Moving Average Systems Mathematics least-squares iterative identification hierarchical parameter estimation multivariable system |
| title | Decomposition Least-Squares-Based Iterative Identification Algorithms for Multivariable Equation-Error Autoregressive Moving Average Systems |
| title_full | Decomposition Least-Squares-Based Iterative Identification Algorithms for Multivariable Equation-Error Autoregressive Moving Average Systems |
| title_fullStr | Decomposition Least-Squares-Based Iterative Identification Algorithms for Multivariable Equation-Error Autoregressive Moving Average Systems |
| title_full_unstemmed | Decomposition Least-Squares-Based Iterative Identification Algorithms for Multivariable Equation-Error Autoregressive Moving Average Systems |
| title_short | Decomposition Least-Squares-Based Iterative Identification Algorithms for Multivariable Equation-Error Autoregressive Moving Average Systems |
| title_sort | decomposition least squares based iterative identification algorithms for multivariable equation error autoregressive moving average systems |
| topic | least-squares iterative identification hierarchical parameter estimation multivariable system |
| url | https://www.mdpi.com/2227-7390/7/7/609 |
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