Least squares based iterative parameter estimation algorithm for multivariable controlled ARMA system modelling with finite measurement data
作者： Bo Bao , Yingqin Xu , Jie Sheng , Ruifeng Ding
DOI: 10.1016/J.MCM.2010.12.034
关键词:
摘要: Difficulties of identification for multivariable controlled autoregressive moving average (ARMA) systems lie in that there exist unknown noise terms the information vector, and iterative can be used system with vector. By means hierarchical principle, those vector are replaced estimated residuals a least squares based algorithm is proposed ARMA systems. The simulation results indicate effective.
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