Recursive coupled projection algorithms for multivariable output-error-like systems with coloured noises

By combining the coupling identification concept with the gradient search, this study develops a partially coupled generalised extended projection algorithm and a partially coupled generalised extended stochastic gradient algorithm to estimate the parameters of a multivariable output-error-like syst...

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Bibliographic Details
Published in:	IET signal processing Vol. 14; no. 7; pp. 455 - 466
Main Authors:	Pan, Jian, Ma, Hao, Zhang, Xiao, Liu, Qinyao, Ding, Feng, Chang, Yufang, Sheng, Jie
Format:	Journal Article
Language:	English
Published:	The Institution of Engineering and Technology 01.09.2020
Subjects:	autoregressive moving average noise autoregressive moving average processes coloured noises coupled relationship coupling identification concept gradient methods gradient search hierarchical identification principle identification identification model input–output data least squares approximations multivariable control systems multivariable output‐error‐like system parameter estimation parameter estimation algorithm projection algorithm recursive coupled projection algorithms Research Article state‐space methods stochastic gradient algorithm stochastic processes least squares approximations coupled relationship coupling identification concept autoregressive moving average processes coloured noises stochastic gradient algorithm parameter estimation algorithm projection algorithm input–output data identification autoregressive moving average noise multivariable control systems gradient search identification model hierarchical identification principle parameter estimation multivariable output-error-like system stochastic processes gradient methods recursive coupled projection algorithms state-space methods
ISSN:	1751-9675, 1751-9683, 1751-9683
Online Access:	Get full text
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