Gradient based and least-squares based iterative identification methods for OE and OEMA systems

2010 ◽  
Vol 20 (3) ◽  
pp. 664-677 ◽  
Author(s):  
Feng Ding ◽  
Peter X. Liu ◽  
Guangjun Liu
Keyword(s):  
Least Squares ◽  
Iterative Identification ◽  
Identification Methods ◽  
Gradient Based

scholarly journals The Hierarchical Iterative Identification Algorithm for Multi-Input-Output-Error Systems with Autoregressive Noise

Complexity ◽  
2017 ◽  
Vol 2017 ◽  
pp. 1-11 ◽  
Author(s):  
Jiling Ding
Keyword(s):  
Least Squares ◽  
Identification Problem ◽  
Parameter Estimates ◽  
Identification Algorithm ◽  
Input Output ◽  
Iterative Identification ◽  
Hierarchical Identification ◽  
Output Error ◽  
Gradient Based ◽  
Simulation Results

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.

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