Affiliation:
1. School of Electrical and Electronic Engineering Hubei University of Technology Wuhan China
2. School of Internet of Things Engineering Jiangnan University Wuxi China
3. College of Automation and Electronic Engineering Qingdao University of Science and Technology Qingdao China
Abstract
AbstractFor equation‐error autoregressive moving average systems, that is, Box–Jenkins systems, this paper presents a filtered auxiliary model generalized extended stochastic gradient identification method, a filtered auxiliary model multi‐innovation generalized extended stochastic gradient identification method, a filtered auxiliary model recursive generalized extended gradient identification method, a filtered auxiliary model multi‐innovation recursive generalized extended gradient identification method, a filtered auxiliary model recursive generalized extended least squares identification method, and a filtered auxiliary model multi‐innovation recursive generalized extended least squares identification method by using the filtering identification idea and the auxiliary model identification idea. The proposed filtered auxiliary model recursive generalized extended identification methods can be generalized to other linear and nonlinear multivariable stochastic systems with colored noises.
Funder
Higher Education Discipline Innovation Project
National Natural Science Foundation of China
Subject
Electrical and Electronic Engineering,Industrial and Manufacturing Engineering,Mechanical Engineering,Aerospace Engineering,Biomedical Engineering,General Chemical Engineering,Control and Systems Engineering
Cited by
104 articles.
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