Matrix computations (3rd ed.)
On Iterative Solutions of General Coupled Matrix Equations
SIAM Journal on Control and Optimization
Performance analysis of multi-innovation gradient type identification methods
Automatica (Journal of IFAC)
Computers & Mathematics with Applications
Extended stochastic gradient identification algorithms for Hammerstein-Wiener ARMAX systems
Computers & Mathematics with Applications
Reconstruction of continuous-time systems from their non-uniformly sampled discrete-time systems
Automatica (Journal of IFAC)
Identification for multirate multi-input systems using the multi-innovation identification theory
Computers & Mathematics with Applications
Multi-innovation stochastic gradient algorithms for multi-input multi-output systems
Digital Signal Processing
Gradient based iterative solutions for general linear matrix equations
Computers & Mathematics with Applications
The residual based interactive least squares algorithms and simulation studies
Computers & Mathematics with Applications
Hierarchical gradient-based identification of multivariable discrete-time systems
Automatica (Journal of IFAC)
Auxiliary model identification method for multirate multi-input systems based on least squares
Mathematical and Computer Modelling: An International Journal
An approach for identification of uncertain Wiener systems
Mathematical and Computer Modelling: An International Journal
Estimation of the quasi-linear viscoelastic parameters using a genetic algorithm
Mathematical and Computer Modelling: An International Journal
Mathematical and Computer Modelling: An International Journal
Mathematical modelling and parameter estimation of the Serra da Mesa basin
Mathematical and Computer Modelling: An International Journal
LSMS/ICSEE'10 Proceedings of the 2010 international conference on Life system modeling and and intelligent computing, and 2010 international conference on Intelligent computing for sustainable energy and environment: Part I
Mathematical and Computer Modelling: An International Journal
Auxiliary model based multi-innovation algorithms for multivariable nonlinear systems
Mathematical and Computer Modelling: An International Journal
Identification for the second-order systems based on the step response
Mathematical and Computer Modelling: An International Journal
Mathematical and Computer Modelling: An International Journal
Mathematical and Computer Modelling: An International Journal
Mathematical and Computer Modelling: An International Journal
Parameter estimation for nonlinear dynamical adjustment models
Mathematical and Computer Modelling: An International Journal
Hi-index | 0.98 |
A hierarchical least-squares based iterative identification algorithm is derived for multivariable systems with moving average noises (i.e., multivariable CARMA-like models). The basic idea is to combine the hierarchical identification principle and iterative identification principle and to decompose a multivariable system into two subsystems, one containing a parameter vector and the other containing a parameter matrix. To solve the difficulty of the information matrix including unmeasurable noise terms, the unknown noise terms are replaced with their iterative residuals, which are computed through the preceding parameter estimates. The algorithm performs a hierarchical computational process at each iteration. The least-squares based iterative algorithm makes full use of all data at each iteration and thus can generate highly accurate parameter estimates. The simulation results indicate that the proposed algorithm works quite well.