Recursive Algorithms for Multivariable Output-Error-Like ARMA Systems

Mathematics

Feng Ding¹  Ahmed Alsaedi²  Tasawar Hayat²  Jian Pan³  Guanghui Xu³  Lei Lv³  Hao Ma³ 

[1] College of Automation and Electronic Engineering, Qingdao University of Science and Technology, Qingdao 266061, China;Department of Mathematics, King Abdulaziz University, Jeddah 21589, Saudi Arabia;Hubei Key Laboratory for High-efficiency Utilization of Solar Energy and Operation Control of Energy Storage System, School of Electrical and Electronic Engineering, Hubei University of Technology, Wuhan 430068, China;

关键词: system identification;    recursive algorithm;    least squares;    multivariable system;    coupling identification concept;   

DOI  :  10.3390/math7060558

来源: DOAJ

【 摘 要 】

This paper studies the parameter identification problems for multivariable output-error-like systems with colored noises. Based on the hierarchical identification principle, the original system is decomposed into several subsystems. However, each subsystem contains the same parameter vector, which leads to redundant computation. By taking the average of the parameter estimation vectors of each subsystem, a partially-coupled subsystem recursive generalized extended least squares (PC-S-RGELS) algorithm is presented to cut down the redundant parameter estimates. Furthermore, a partially-coupled recursive generalized extended least squares (PC-RGELS) algorithm is presented to further reduce the computational cost and the redundant estimates by using the coupling identification concept. Finally, an example indicates the effectiveness of the derived algorithms.

【 授权许可】

Unknown