Two-stage Recursive Least Squares Parameter Estimation Algorithm for Multivariate Output-error Autoregressive Moving Average Systems

Yunze Guo; Lijuan Wan; Ling Xu; Feng Ding; Ahmed Alsaedi; Tasawar Hayat

doi:10.1007/s12555-018-0512-0

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Two-stage Recursive Least Squares Parameter Estimation Algorithm for Multivariate Output-error Autoregressive Moving Average Systems

Yunze Guo Lijuan Wan Ling Xu Feng Ding Ahmed Alsaedi Tasawar Hayat

Year: 2019 Journal: International Journal of Control Automation and Systems Vol: 17 (6)Pages: 1547-1557 Publisher: Springer Science+Business Media

DOI: 10.1007/s12555-018-0512-0

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Keywords:

Autoregressive model Recursive least squares filter Least-squares function approximation Multivariate statistics Autoregressive–moving-average model Algorithm Estimation theory Mathematics Identification (biology) System identification Mechatronics Generalized least squares Computer science Statistics Artificial intelligence Data modeling Adaptive filter

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Control Systems and Identification

Physical Sciences → Engineering → Control and Systems Engineering

Fault Detection and Control Systems

Physical Sciences → Engineering → Control and Systems Engineering

Neural Networks and Applications

Physical Sciences → Computer Science → Artificial Intelligence

Two-stage Recursive Least Squares Parameter Estimation Algorithm for Multivariate Output-error Autoregressive Moving Average Systems

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