Two-stage recursive least squares parameter estimation algorithm for output error models

被引：41
|
作者：
Duan, Honghong [3 ]
Jia, Jie [2 ]
Ding, Ruifeng [1 ,2 ]
机构：
[1] Jiangnan Univ, Sch Internet Things Engn, Wuxi 214122, Peoples R China
[2] Nanchang Hangkong Univ, Inst Aerosp Informat & Secur Technol, Nanchang 330063, Peoples R China
[3] Jiangnan Univ, Key Lab Adv Proc Control Light Ind, Minist Educ, Wuxi 214122, Peoples R China
来源：
MATHEMATICAL AND COMPUTER MODELLING | 2012年 / 55卷 / 3-4期
关键词：
Least squares; Two-stage algorithm; Auxiliary model; Decomposition technique; DUAL-RATE SYSTEMS; STOCHASTIC GRADIENT ALGORITHMS; HAMMERSTEIN NONLINEAR-SYSTEMS; SELF-TUNING CONTROL; AUXILIARY MODEL; IDENTIFICATION METHODS; MULTI-INNOVATION; PERFORMANCE ANALYSIS; ARMAX SYSTEMS;
D O I：
10.1016/j.mcm.2011.09.039
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
This paper presents a two-stage recursive least squares algorithm for output error models. The basic idea is to combine the auxiliary model identification idea and the decomposition technique and to decompose a system into two subsystems, which contain one parameter vector each. Compared with the auxiliary model based recursive least squares algorithm, the proposed algorithm has less computational burden. (C) 2011 Elsevier Ltd. All rights reserved.
引用
收藏
页码：1151 / 1159
页数：9
相关论文
共 50 条
  • [1] Two-stage least squares recursive identification for generalized output error models
    Jia, Jie
    Chen, Chen
    Cao, Jiao
    Luo, Xiao-Na
    Ding, Feng
    Kongzhi Lilun Yu Yingyong/Control Theory and Applications, 2014, 31 (02): : 195 - 200
  • [2] Two-stage Recursive Least Squares Parameter Estimation Algorithm for Multivariate Output-error Autoregressive Moving Average Systems
    Guo, Yunze
    Wan, Lijuan
    Xu, Ling
    Ding, Feng
    Alsaedi, Ahmed
    Hayat, Tasawar
    INTERNATIONAL JOURNAL OF CONTROL AUTOMATION AND SYSTEMS, 2019, 17 (06) : 1547 - 1557
  • [3] Two-stage Recursive Least Squares Parameter Estimation Algorithm for Multivariate Output-error Autoregressive Moving Average Systems
    Yunze Guo
    Lijuan Wan
    Ling Xu
    Feng Ding
    Ahmed Alsaedi
    Tasawar Hayat
    International Journal of Control, Automation and Systems, 2019, 17 : 1547 - 1557
  • [4] Fault Detection Based on Two-Stage Recursive Least Squares Parameter Estimation
    Shashoa, Nasar Aldian Ambark
    Emhemmed, Adel Saad
    Yakhlef, Sulaiman Khalifa
    14TH INTERNATIONAL CONFERENCE ON SCIENCES AND TECHNIQUES OF AUTOMATIC CONTROL & COMPUTER ENGINEERING STA 2013, 2013, : 382 - 387
  • [5] Parameter Estimation of Induction Machine at Standstill Using Two-Stage Recursive Least Squares Method
    Zhang, Jinliang
    Kang, Longyun
    Chen, Lingyu
    Xu, Zhihui
    MATHEMATICAL PROBLEMS IN ENGINEERING, 2015, 2015
  • [6] Filtering Based Multi-Stage Recursive Least Squares Parameter Estimation Algorithm for Input Nonlinear Output-Error Autoregressive Systems
    Ma Junxia
    Chen Jing
    Ding Feng
    PROCEEDINGS OF THE 35TH CHINESE CONTROL CONFERENCE 2016, 2016, : 1921 - 1925
  • [7] Two-Stage Recursive Least Squares Parameter Identification for Cascade Systems with Dead Zone
    Li, Linwei
    Ren, Xuemei
    Zhao, Wei
    Wang, Minlin
    PROCEEDINGS OF 2016 CHINESE INTELLIGENT SYSTEMS CONFERENCE, VOL II, 2016, 405 : 255 - 265
  • [8] Joint two-stage multi-innovation recursive least squares parameter and fractional-order estimation algorithm for the fractional-order input nonlinear output-error autoregressive model
    Hu, Chong
    Ji, Yan
    Ma, Caiqing
    INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, 2023, 37 (07) : 1650 - 1670
  • [9] Weighted and two-stage least squares estimation of semiparametric truncated regression models
    Khan, Shakeeb
    Lewbel, Arthur
    ECONOMETRIC THEORY, 2007, 23 (02) : 309 - 347
  • [10] Adaptive recursive least squares method for parameter estimation of autoregressive models
    Javed, Shazia
    Nazir, Ghida
    Chaudhry, Nazir Ahmad
    Akgul, Ali
    Tabassum, Muhammad Farhan
    INTERNATIONAL JOURNAL OF APPLIED NONLINEAR SCIENCE, 2023, 4 (01) : 72 - 89
12345