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The Hierarchical Iterative Identification Algorithm for Multi-Input-Output-Error Systems with Autoregressive Noise

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  • Jiling Ding

Abstract

This paper considers the identification problem of multi-input-output-error autoregressive systems. A hierarchical gradient based iterative (H-GI) algorithm and a hierarchical least squares based iterative (H-LSI) algorithm are presented by using the hierarchical identification principle. A gradient based iterative (GI) algorithm and a least squares based iterative (LSI) algorithm are presented for comparison. The simulation results indicate that the H-LSI algorithm can obtain more accurate parameter estimates than the LSI algorithm, and the H-GI algorithm converges faster than the GI algorithm.

Suggested Citation

  • Jiling Ding, 2017. "The Hierarchical Iterative Identification Algorithm for Multi-Input-Output-Error Systems with Autoregressive Noise," Complexity, Hindawi, vol. 2017, pages 1-11, October.
    • Handle: RePEc:hin:complx:5292894
    DOI: 10.1155/2017/5292894
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    References listed on IDEAS

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    1. Li, Xian-Feng & Chu, Yan-Dong & Leung, Andrew Y.T. & Zhang, Hui, 2017. "Synchronization of uncertain chaotic systems via complete-adaptive-impulsive controls," Chaos, Solitons & Fractals, Elsevier, vol. 100(C), pages 24-30.
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    Cited by:

    1. Hao Ma & Jian Pan & Lei Lv & Guanghui Xu & Feng Ding & Ahmed Alsaedi & Tasawar Hayat, 2019. "Recursive Algorithms for Multivariable Output-Error-Like ARMA Systems," Mathematics, MDPI, vol. 7(6), pages 1-18, June.
    2. Lijuan Wan & Ximei Liu & Feng Ding & Chunping Chen, 2019. "Decomposition Least-Squares-Based Iterative Identification Algorithms for Multivariable Equation-Error Autoregressive Moving Average Systems," Mathematics, MDPI, vol. 7(7), pages 1-20, July.
    3. Feng Ding & Jian Pan & Ahmed Alsaedi & Tasawar Hayat, 2019. "Gradient-Based Iterative Parameter Estimation Algorithms for Dynamical Systems from Observation Data," Mathematics, MDPI, vol. 7(5), pages 1-15, May.

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