Recursive coupled projection algorithms for multivariable output-error-like systems with coloured noises

• Published in: IET signal processing Vol. 14; no. 7; pp. 455 - 466
• Main Authors: Pan, Jian, Ma, Hao, Zhang, Xiao, Liu, Qinyao, Ding, Feng, Chang, Yufang, Sheng, Jie
• Format: Journal Article
• Language: English
• Published: The Institution of Engineering and Technology 01.09.2020
• Subjects: 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

By combining the coupling identification concept with the gradient search, this study develops a partially coupled generalised extended projection algorithm and a partially coupled generalised extended stochastic gradient algorithm to estimate the parameters of a multivariable output-error-like syst...