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Filtering Based Recursive Least Squares Algorithm for Multi-Input Multioutput Hammerstein Models
- Source :
- Mathematical Problems in Engineering, Vol 2014 (2014)
- Publication Year :
- 2014
- Publisher :
- Hindawi Limited, 2014.
-
Abstract
- This paper considers the parameter estimation problem for Hammerstein multi-input multioutput finite impulse response (FIR-MA) systems. Filtered by the noise transfer function, the FIR-MA model is transformed into a controlled autoregressive model. The key-term variable separation principle is used to derive a data filtering based recursive least squares algorithm. The numerical examples confirm that the proposed algorithm can estimate parameters more accurately and has a higher computational efficiency compared with the recursive least squares algorithm.
- Subjects :
- Recursive least squares filter
Article Subject
Finite impulse response
Estimation theory
lcsh:Mathematics
General Mathematics
General Engineering
Generalized least squares
lcsh:QA1-939
Separation principle
Least squares
Autoregressive model
lcsh:TA1-2040
Non-linear least squares
lcsh:Engineering (General). Civil engineering (General)
Algorithm
Mathematics
Subjects
Details
- ISSN :
- 15635147 and 1024123X
- Volume :
- 2014
- Database :
- OpenAIRE
- Journal :
- Mathematical Problems in Engineering
- Accession number :
- edsair.doi.dedup.....16915e712ed8d84eb3959b854aeb9e8f