Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1705061 | Applied Mathematical Modelling | 2013 | 9 Pages |
Abstract
A three-stage recursive least squares parameter estimation algorithm is derived for controlled autoregressive autoregressive (CARAR) systems. The basic idea is to decompose a CARAR system into three subsystems, one of which contains one parameter vector, and to identify the parameters of each subsystem one by one. Compared with the recursive generalized least squares algorithm, the dimensions of the involved covariance matrices in each subsystem become small and thus the proposed algorithm has a high computational efficiency. Finally, we verify the proposed algorithm with a simulation example.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Shijun Wang, Rui Ding,