Coupled-least-squares identification for multivariable systems

被引:233
作者
Ding, Feng [1 ,2 ]
机构
[1] Jiangnan Univ, Minist Educ, Key Lab Adv Proc Control Light Ind, Wuxi 214122, Peoples R China
[2] Jiangnan Univ, Control Sci & Engn Res Ctr, Wuxi 214122, Peoples R China
基金
中国国家自然科学基金;
关键词
STOCHASTIC REGRESSION-MODELS; STATE-SPACE MODELS; PARAMETER-ESTIMATION; ADAPTIVE PREDICTION; PERFORMANCE ANALYSIS; ESTIMATION ALGORITHM; CONVERGENCE; CONSISTENCY;
D O I
10.1049/iet-cta.2012.0171
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This article studies identification problems of multiple linear regression models, which may be described a class of multi-input multi-output systems (i.e. multivariable systems). Based on the coupling identification concept, a novel coupled-least-squares (C-LS) parameter identification algorithm is introduced for the purpose of avoiding the matrix inversion in the multivariable recursive least-squares (RLS) algorithm for estimating the parameters of the multiple linear regression models. The analysis indicates that the C-LS algorithm does not involve the matrix inversion and requires less computationally efforts than the multivariable RLS algorithm, and that the parameter estimates given by the C-LS algorithm converge to their true values. Simulation results confirm the presented convergence theorems.
引用
收藏
页码:68 / 79
页数:12
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