An iterative least squares estimation algorithm for controlled moving average systems based on matrix decomposition

被引：25
|
作者：
Hu, Huiyi [2 ]
Ding, Feng [1 ,2 ]
机构：
[1] Jiangnan Univ, Control Sci & Engn Res Ctr, Wuxi 214122, Peoples R China
[2] Jiangnan Univ, Minist Educ, Key Lab Adv Proc Control Light Ind, Wuxi 214122, Peoples R China
来源：
APPLIED MATHEMATICS LETTERS | 2012年 / 25卷 / 12期
基金：
中国国家自然科学基金;
关键词：
Least squares; Iterative method; Parameter estimation; Controlled moving average model; STOCHASTIC GRADIENT ALGORITHMS; IDENTIFICATION METHODS; PARAMETER-ESTIMATION; HIERARCHICAL IDENTIFICATION; PERFORMANCE ANALYSIS; CONVERGENCE; EQUATIONS;
D O I：
10.1016/j.aml.2012.06.027
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
An iterative least squares parameter estimation algorithm is developed for controlled moving average systems based on matrix decomposition. The proposed algorithm avoids repeatedly computing the inverse of the data product moment matrix with large sizes at each iteration and has a high computational efficiency. A numerical example indicates that the proposed algorithm is effective. (C) 2012 Elsevier Ltd. All rights reserved.
引用
收藏
页码：2332 / 2338
页数：7
相关论文
共 50 条
  • [41] Identification of nonlinear MIMO block-oriented systems with moving average noises using gradient based and least squares based iterative algorithms
    Salimifard, Maryam
    Jafari, Masoumeh
    Dehghani, Maryam
    NEUROCOMPUTING, 2012, 94 : 22 - 31
  • [42] Least Squares Based Iterative Identification Algorithm for Output Error Autoregressive Systems Using the Decomposition Technique and the Data Filtering
    Zhang, Wenge
    Ding, Rui
    2013 INTERNATIONAL CONFERENCE ON INFORMATION SCIENCE AND TECHNOLOGY (ICIST), 2013, : 195 - 200
  • [43] Least squares based iterative parameter estimation algorithm for multivariable controlled ARMA system modelling with finite measurement data
    Bao, Bo
    Xu, Yingqin
    Sheng, Jie
    Ding, Ruifeng
    MATHEMATICAL AND COMPUTER MODELLING, 2011, 53 (9-10) : 1664 - 1669
  • [44] 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
  • [45] 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
  • [46] ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS
    Li, Dong
    Ling, Shiqing
    Li, Wai Keung
    ECONOMETRIC THEORY, 2013, 29 (03) : 482 - 516
  • [47] LEAST SQUARES ESTIMATION IN REGRESSION MODEL WITH AUTOREGRESSIVE-MOVING AVERAGE ERRORS
    PIERCE, DA
    BIOMETRIKA, 1971, 58 (02) : 299 - &
  • [48] A generalized least squares estimation method for invertible vector moving average models
    de Frutos, RF
    Serrano, GR
    ECONOMICS LETTERS, 1997, 57 (02) : 149 - 156
  • [49] Least Squares Based and Two-Stage Least Squares Based Iterative Estimation Algorithms for H-FIR-MA Systems
    Shi, Zhenwei
    Ji, Zhicheng
    MATHEMATICAL PROBLEMS IN ENGINEERING, 2015, 2015
  • [50] Bias compensation-based recursive least-squares estimation with forgetting factors for output error moving average systems
    Wu, Ai-Guo
    Qian, Yang-Yang
    Wu, Wei-Jun
    IET SIGNAL PROCESSING, 2014, 8 (05) : 483 - 494
12345