Recursive coupled projection algorithms for multivariable output-error-like systems with coloured noises

被引：171

作者：

Pan, Jian ^{[1
]}

Ma, Hao ^{[1
]}

Zhang, Xiao ^{[2
]}

Liu, Qinyao ^{[2
]}

Ding, Feng ^{[2
]}

Chang, Yufang ^{[1
]}

Sheng, Jie ^{[3
]}

机构：

[1] Hubei Univ Technol, Sch Elect & Elect Engn, Hubei Key Lab High Efficiency Utilizat Solar Ener, Wuhan 430068, Peoples R China

[2] Jiangnan Univ, Sch Internet Things Engn, Wuxi 214122, Jiangsu, Peoples R China

[3] Univ Washington, Sch Engn & Technol, Tacoma, WA 98402 USA

来源：

IET SIGNAL PROCESSING | 2020年 / 14卷 / 07期

基金：

中国国家自然科学基金;

关键词：

identification; parameter estimation; least squares approximations; gradient methods; autoregressive moving average processes; state-space methods; stochastic processes; multivariable control systems; recursive coupled projection algorithms; multivariable output-error-like system; coloured noises; coupling identification concept; gradient search; projection algorithm; stochastic gradient algorithm; autoregressive moving average noise; input-output data; identification model; hierarchical identification principle; parameter estimation algorithm; coupled relationship; PARAMETER-ESTIMATION ALGORITHM; OPTIMAL DIVIDEND PROBLEM; TIME-DELAY SYSTEMS; ITERATIVE IDENTIFICATION; RELIABILITY-ANALYSIS; BILINEAR-SYSTEMS; CONTROL STRATEGY; MODEL; POWER; OPTIMIZATION;

D O I：

10.1049/iet-spr.2019.0481

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

By combining the coupling identification concept with the gradient search, this study develops a partially coupled generalised extended projection algorithm and a partially coupled generalised extended stochastic gradient algorithm to estimate the parameters of a multivariable output-error-like system with autoregressive moving average noise from input-output data. The key is to divide the identification model into several submodels based on the hierarchical identification principle and to establish the parameter estimation algorithm by using the coupled relationship between these submodels. The simulation test results indicate that the proposed algorithms are effective.

引用

页码：455 / 466

页数：12

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