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Decomposition-based recursive least squares identification methods for multivariate pseudo-linear systems using the multi-innovation.
- Source :
-
International Journal of Systems Science . Apr2018, Vol. 49 Issue 5, p920-928. 9p. - Publication Year :
- 2018
-
Abstract
- This paper studies the parameter estimation algorithms of multivariate pseudo-linear autoregressive systems. A decomposition-based recursive generalised least squares algorithm is deduced for estimating the system parameters by decomposing the multivariate pseudo-linear autoregressive system into two subsystems. In order to further improve the parameter accuracy, a decomposition based multi-innovation recursive generalised least squares algorithm is developed by means of the multi-innovation theory. The simulation results confirm that these two algorithms are effective. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00207721
- Volume :
- 49
- Issue :
- 5
- Database :
- Academic Search Index
- Journal :
- International Journal of Systems Science
- Publication Type :
- Academic Journal
- Accession number :
- 128484910
- Full Text :
- https://doi.org/10.1080/00207721.2018.1433247