Two-stage recursive least squares parameter estimation algorithm for output error models

This paper presents a two-stage recursive least squares algorithm for output error models. The basic idea is to combine the auxiliary model identification idea and the decomposition technique and to decompose a system into two subsystems, which contain one parameter vector each. Compared with the au...

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Vydané v:Mathematical and computer modelling Ročník 55; číslo 3; s. 1151 - 1159
Hlavní autori: Duan, Honghong, Jia, Jie, Ding, Ruifeng
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Elsevier Ltd 01.02.2012
Predmet:
algorithms
Auxiliary model
Decomposition technique
Least squares
Two-stage algorithm
Decomposition technique
Auxiliary model
Least squares
Two-stage algorithm
ISSN:0895-7177, 1872-9479
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Shrnutí:This paper presents a two-stage recursive least squares algorithm for output error models. The basic idea is to combine the auxiliary model identification idea and the decomposition technique and to decompose a system into two subsystems, which contain one parameter vector each. Compared with the auxiliary model based recursive least squares algorithm, the proposed algorithm has less computational burden.
Bibliografia:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 23
ISSN:0895-7177
1872-9479
DOI:10.1016/j.mcm.2011.09.039