|Recursive Identification Methods for Multivariate Output-error Moving Average Systems Using the Auxiliary Model
Qinyao Liu, Feng Ding*, Ahmed Alsaedi, and Tasawar Hayat
International Journal of Control, Automation, and Systems, vol. 16, no. 3, pp.1070-1079, 2018
Abstract : "This paper studies the parameter identification problems of multivariate output-error moving average systems.
An auxiliary model based extended stochastic gradient algorithm and based recursive extended least squares
algorithm are proposed for estimating the parameters of the multivariate output-error moving average systems. By
using the multi-innovation identification theory, an auxiliary model based multi-innovation extended stochastic gradient
algorithm is derived for improving the parameter estimation accuracy. Finally, the simulation results indicate
that the proposed algorithms can work well."
Auxiliary model, multivariate system, parameter estimation, recursive identification