Two-stage least squares based iterative identification algorithm for controlled autoregressive moving average (CARMA) systems

  • Authors:
  • Guoyu Yao;Ruifeng Ding

  • Affiliations:
  • Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education), Jiangnan University, Wuxi214122, PR China;School of Internet of Things Engineering, Jiangnan University, Wuxi214122, PR China

  • Venue:
  • Computers & Mathematics with Applications
  • Year:
  • 2012

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Abstract

A two-stage least squares based iterative (two-stage LSI) identification algorithm is derived for controlled autoregressive moving average (CARMA) systems. The basic idea is to decompose a CARMA system into two subsystems and to identify each subsystem, respectively. Because the dimensions of the involved covariance matrices in each subsystem become small, the proposed algorithm has a high computational efficiency. The simulation results indicate that the proposed algorithm is effective.