Decomposition based least squares iterative identification algorithm for multivariate pseudo-linear ARMA systems using the data filtering

被引:155
作者
Ding, Feng [1 ,2 ,3 ]
Wang, Feifei [1 ]
Xu, Ling [1 ]
Wu, Minghu [2 ]
机构
[1] Jiangnan Univ, Key Lab Adv Proc Control Light Ind, Minist Educ, Sch Internet Things Engn, Wuxi 214122, Peoples R China
[2] Hubei Univ Technol, Hubei Collaborat Innovat Ctr High Efficiency Util, Wuhan 430068, Peoples R China
[3] Nanchang Hangkong Univ, Sch Informat Engn, Nanchang 330063, Jiangxi, Peoples R China
来源
JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS | 2017年 / 354卷 / 03期
基金
中国国家自然科学基金;
关键词
PARAMETER-ESTIMATION; HAMMERSTEIN SYSTEMS; NONLINEAR-SYSTEMS; AUXILIARY MODEL; DYNAMICAL-SYSTEMS; NEWTON ITERATION; CONVERGENCE; NOISE;
D O I
10.1016/j.jfranklin.2016.11.030
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 paper develops a decomposition based least squares iterative identification algorithm for multivariate pseudo-linear autoregressive moving average systems using the data filtering. The key is to apply the data filtering technique to transform the original system to a hierarchical identification model, and to decompose this model into three subsystems and to identify each subsystem, respectively. Compared with the least squares based iterative algorithm, the proposed algorithm requires less computational efforts. The simulation results show that the proposed algorithms can work well. (C) 2016 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.
引用
收藏
页码:1321 / 1339
页数:19
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