Recursive coupled projection algorithms for multivariable output-error-like systems with coloured noises - Pan, Jian; Ma, Hao; Zhang, Xiao; Liu, Qinyao; Ding, Feng; Chang, Yufang; Sheng, Jie (IET signal processing, 2020)
Keywords: autoregressive moving average noise; autoregressive moving average processes; coloured noises; coupled relationship; coupling identification concept; gradient methods; gradient search; hierarchical identification principle; identification; identification model; input–output data; least squares approximations; multivariable control systems; multivariable output‐error‐like system; parameter estimation; parameter estimation algorithm; projection algorithm; recursive coupled projection algorithms; Research Article; state‐space methods; stochastic gradient algorithm; stochastic processes; least squares approximations; coupled relationship; coupling identification concept; autoregressive moving average processes; coloured noises; stochastic gradient algorithm; parameter estimation algorithm; projection algorithm; input–output data; identification; autoregressive moving average noise; multivariable control systems; gradient search; identification model; hierarchical identification principle; parameter estimation; multivariable output-error-like system; stochastic processes; gradient methods; recursive coupled projection algorithms; state-space methods