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Filtered multi‐innovation‐based iterative identification methods for multivariate equation‐error ARMA systems.
- Source :
-
International Journal of Adaptive Control & Signal Processing . Mar2023, Vol. 37 Issue 3, p836-855. 20p. - Publication Year :
- 2023
-
Abstract
- Summary: This paper focuses on the parameter estimation issues of multivariate equation‐error autoregressive moving average systems. By applying the gradient search and the multi‐innovation theory, we derive a multi‐innovation gradient based iterative (MI‐GI) algorithm. In order to improve the computational efficiency and the parameter estimation accuracy, a filtering and decomposition based gradient iterative (F‐D‐GI) algorithm is presented by using the data filtering technique and the decomposition technique. The key is to choose an appropriate filter to filter the input‐output data and to transform an original system into several subsystems. Compared with the MI‐GI algorithm, the F‐D‐GI algorithm can generate more accurate parameter estimates. Finally, an illustrative example is provided to indicate the effectiveness of the proposed algorithms. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 08906327
- Volume :
- 37
- Issue :
- 3
- Database :
- Academic Search Index
- Journal :
- International Journal of Adaptive Control & Signal Processing
- Publication Type :
- Academic Journal
- Accession number :
- 162397022
- Full Text :
- https://doi.org/10.1002/acs.3550