Hierarchical gradient-based identification of multivariable discrete-time systems

  • Authors:

  • Feng Ding;Tongwen Chen

  • Affiliations:

  • Control Science and Engineering Research Center, Southern Yangtze University, Wuxi 214122, China;Department of Electrical and Computer Engineering, University of Alberta, Edmonton, Canada T6G 2V4

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2005

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Abstract

In this paper, we use a hierarchical identification principle to study identification problems for multivariable discrete-time systems. We propose a hierarchical gradient iterative algorithm and a hierarchical stochastic gradient algorithm and prove that the parameter estimation errors given by the algorithms converge to zero for any initial values under persistent excitation. The proposed algorithms can be applied to identification of systems involving non-stationary signals and have significant computational advantage over existing identification algorithms. Finally, we test the proposed algorithms by simulation and show their effectiveness.