Journal
AUTOMATICA
Volume 71, Issue -, Pages 308-313Publisher
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.automatica.2016.05.024
Keywords
Recursive identification; Least squares; Auxiliary model; Hierarchical identification; MIMO system
Funding
- National Natural Science Foundation of China [61273194]
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This communique uses the auxiliary model method to study the identification problem of a multiple input multiple-output (MIMO) system. For such a MIMO system whose outputs are contaminated by an ARMA noise process (i.e., correlated noise), an auxiliary model based recursive least squares parameter estimation algorithm is presented through filtering input-output data. The proposed algorithm has higher estimation accuracy than the existing multivariable identification algorithm. The simulation example is given. (C) 2016 Elsevier Ltd. All rights reserved.
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