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Decomposition- and Gradient-Based Iterative Identification Algorithms for Multivariable Systems Using the Multi-innovation Theory

Circuits, systems, and signal processing, 2019-07, Vol.38 (7), p.2971-2991 [Peer Reviewed Journal]

Springer Science+Business Media, LLC, part of Springer Nature 2019 ;Circuits, Systems, and Signal Processing is a copyright of Springer, (2019). All Rights Reserved. ;ISSN: 0278-081X ;EISSN: 1531-5878 ;DOI: 10.1007/s00034-018-1014-2

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  • Title:
    Decomposition- and Gradient-Based Iterative Identification Algorithms for Multivariable Systems Using the Multi-innovation Theory
  • Author: Wan, Lijuan ; Ding, Feng
  • Subjects: Algorithms ; Autoregressive moving average ; Circuits and Systems ; Computer simulation ; Electrical Engineering ; Electronics and Microelectronics ; Engineering ; Identification ; Innovations ; Instrumentation ; Iterative methods ; Parameter estimation ; Signal,Image and Speech Processing
  • Is Part Of: Circuits, systems, and signal processing, 2019-07, Vol.38 (7), p.2971-2991
  • Description: This paper is concerned with the identification problem for multivariable equation-error systems with autoregressive moving average noise using the hierarchical identification principle and the multi-innovation identification theory. We propose a hierarchical gradient-based iterative (HGI) identification algorithm and give a gradient-based iterative (GI) identification algorithm for comparison. Meanwhile, the multi-innovation theory is used to derive the hierarchical multi-innovation gradient-based iterative (HMIGI) identification algorithm. The analysis shows that the HGI algorithm has smaller computational burden and can give more accurate parameter estimates than the GI algorithm and the HMIGI algorithm can track time-varying parameters. Finally, a simulation example is provided to verify the effectiveness of the proposed algorithms.
  • Publisher: New York: Springer US
  • Language: English
  • Identifier: ISSN: 0278-081X
    EISSN: 1531-5878
    DOI: 10.1007/s00034-018-1014-2
  • Source: ProQuest Central
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