The Hierarchical Iterative Identification Algorithm for Multi-Input-Output-Error Systems with Autoregressive Noise. (29th October 2017)

• Record Type: Journal Article
• Authors: Ding, Jiling
• Other Names: Li Guang Academic Editor.
• Is Part Of: Complexity. Volume 2017(2017)
• Publication Date: 2017-10-29
• Subjects: Chaotic behavior in systems -- Periodicals; Complexity (Philosophy) -- Periodicals; 003
• DOI: 10.1155/2017/5292894
• Languages: English
• ISSNs: 1076-2787

Abstract

Abstract : 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.