多变量ARX-like系统的递阶最小二乘估计(英文)

Hierarchical Least Squares Parameter Estimation for Multivariable ARX-like Systems

利用Kronecker积,推导出多变量ARX-like随机系统的辨识模型,使用递阶辨识原理研制了一个递阶最小二乘参数估计算法。提出的递阶最小二乘算法比现存递推最小二乘算法计算量小。给出了为仿真例子。

By using the Kronecker product, An identification model for muhivariable ARX-like stochastic systems is derived and developed a hierarchical least squares parameter estimation algorithm by the hierarchical identification principle. The proposed algorithm has less computational eorts than the recursive least squares algorithm. A simulation example is included.