Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
470683 | Computers & Mathematics with Applications | 2011 | 11 Pages |
Abstract
According to the hierarchical identification principle, a hierarchical gradient based iterative estimation algorithm is derived for multivariable output error moving average systems (i.e., multivariable OEMA-like models) which is different from multivariable CARMA-like models. As there exist unmeasurable noise-free outputs and unknown noise terms in the information vector/matrix of the corresponding identification model, this paper is, by means of the auxiliary model identification idea, to replace the unmeasurable variables in the information vector/matrix with the estimated residuals and the outputs of the auxiliary model. A numerical example is provided.
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Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Zhening Zhang, Feng Ding, Xinggao Liu,