Affiliation:
1. Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education) School of Internet of Things Engineering, Jiangnan University Wuxi China
2. School of Engineering and Technology University of Washington Tacoma Washington USA
Abstract
SummaryThis paper focuses on the parameter estimation issues of multivariate equation‐error autoregressive moving average systems. By applying the gradient search and the multi‐innovation theory, we derive a multi‐innovation gradient based iterative (MI‐GI) algorithm. In order to improve the computational efficiency and the parameter estimation accuracy, a filtering and decomposition based gradient iterative (F‐D‐GI) algorithm is presented by using the data filtering technique and the decomposition technique. The key is to choose an appropriate filter to filter the input‐output data and to transform an original system into several subsystems. Compared with the MI‐GI algorithm, the F‐D‐GI algorithm can generate more accurate parameter estimates. Finally, an illustrative example is provided to indicate the effectiveness of the proposed algorithms.
Funder
Higher Education Discipline Innovation Project
National Natural Science Foundation of China
Subject
Electrical and Electronic Engineering,Signal Processing,Control and Systems Engineering
Cited by
6 articles.
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