| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4634955 | Applied Mathematics and Computation | 2007 | 13 Pages |
Abstract
A hierarchical least squares (HLS) algorithm is derived in details for identifying MIMO ARX-like systems based on the hierarchical identification principle. It is shown that the parameter estimation errors by the HLS algorithm consistently converge to zero for bounded noise variances by using the stochastic martingale theory. A numerical example is given.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Lingyun Wang, Feng Ding, Peter X. Liu,