Hierarchical gradient-based identification of multivariable discrete-time systems

DOI10.1016/j.automatica.2004.10.010zbMath1073.93012OpenAlexW2023892559MaRDI QIDQ1764051

Feng Ding, Tongwen Chen

Publication date: 23 February 2005

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2004.10.010

zbMATH Keywords

EstimationLeast squaresMultivariable systemsConvergence propertiesHierarchical identification principleRecursive identification

Mathematics Subject Classification ID

System identification (93B30) Discrete-time control/observation systems (93C55) Hierarchical systems (93A13)

Related Items (only showing first 100 items - show all)

The reflexive least squares solutions of the general coupled matrix equations with a submatrix constraint ⋮ Extending the CGLS algorithm for least squares solutions of the generalized Sylvester-transpose matrix equations ⋮ Least squares solution of the linear operator equation ⋮ Bias compensation based partially coupled recursive least squares identification algorithm with forgetting factors for MIMO systems: application to PMSMs ⋮ Symmetric solutions of the coupled generalized Sylvester matrix equations via BCR algorithm ⋮ Novel data filtering based parameter identification for multiple-input multiple-output systems using the auxiliary model ⋮ Iterative solution to a class of complex matrix equations and its application in time-varying linear system ⋮ The general coupled matrix equations over generalized bisymmetric matrices ⋮ A lower bound for the product of eigenvalues of solutions to matrix equations ⋮ Least squares identification for Hammerstein multi-input multi-output systems based on the key-term separation technique ⋮ A relaxed gradient based algorithm for solving generalized coupled Sylvester matrix equations ⋮ On RGI algorithms for solving Sylvester tensor equations ⋮ Convergence properties of the least squares estimation algorithm for multivariable systems ⋮ Performance analysis of multi-innovation gradient type identification methods ⋮ A filtering based recursive least squares estimation algorithm for pseudo-linear auto-regressive systems ⋮ A matrix CRS iterative method for solving a class of coupled Sylvester-transpose matrix equations ⋮ Iterative identification methods for input nonlinear multivariable systems using the key-term separation principle ⋮ Recursive least squares identification of hybrid Box-Jenkins model structure in open-loop and closed-loop ⋮ Approximated least-squares solutions of a generalized Sylvester-transpose matrix equation via gradient-descent iterative algorithm ⋮ Generalized conjugate direction algorithm for solving generalized coupled Sylvester transpose matrix equations over reflexive or anti-reflexive matrices ⋮ Auxiliary model-based least-squares identification methods for Hammerstein output-error systems ⋮ Iterative solutions to coupled Sylvester-conjugate matrix equations ⋮ An efficient algorithm for solving general coupled matrix equations and its application ⋮ Hierarchical least-squares based iterative identification for multivariable systems with moving average noises ⋮ A finite-data-window least squares algorithm with a forgetting factor for dynamical modeling ⋮ Gradient based and least squares based iterative algorithms for matrix equations \(AXB + CX^{T}D = F\) ⋮ Multi-innovation least squares identification methods based on the auxiliary model for MISO systems ⋮ Gradient-based iterative parameter estimation for Box-Jenkins systems ⋮ Auxiliary model based recursive generalized least squares parameter estimation for Hammerstein OEAR systems ⋮ Signal frequency and parameter estimation for power systems using the hierarchical identification principle ⋮ Hierarchical least squares algorithms for single-input multiple-output systems based on the auxiliary model ⋮ Two-stage recursive least squares parameter estimation algorithm for output error models ⋮ Matrix iterative methods for solving the Sylvester-transpose and periodic Sylvester matrix equations ⋮ Two algorithms for finding the Hermitian reflexive and skew-Hermitian solutions of Sylvester matrix equations ⋮ Iterative solutions to the Kalman-Yakubovich-conjugate matrix equation ⋮ Finite iterative algorithms for extended Sylvester-conjugate matrix equations ⋮ An iterative algorithm for the least squares generalized reflexive solutions of the matrix equations \(AXB = E\), \(CXD = F\) ⋮ Performance analysis of the AM-SG parameter estimation for multivariable systems ⋮ Hierarchical least squares based iterative estimation algorithm for multivariable Box-Jenkins-like systems using the auxiliary model ⋮ A modified gradient based algorithm for solving Sylvester equations ⋮ Least squares based iterative parameter estimation algorithm for multivariable controlled ARMA system modelling with finite measurement data ⋮ The relaxed gradient based iterative algorithm for solving matrix equations \(A_iXB_i=F_i\) ⋮ Analysis of an iterative algorithm to solve the generalized coupled Sylvester matrix equations ⋮ An efficient algorithm for solving extended Sylvester-conjugate transpose matrix equations ⋮ Two-stage least squares based iterative identification algorithm for controlled autoregressive moving average (CARMA) systems ⋮ Observable state space realizations for multivariable systems ⋮ Two identification methods for dual-rate sampled-data nonlinear output-error systems ⋮ Recursive least-squares estimation for Hammerstein nonlinear systems with nonuniform sampling ⋮ An efficient hierarchical identification method for general dual-rate sampled-data systems ⋮ Iterative solutions of a set of matrix equations by using the hierarchical identification principle ⋮ Multivariable adaptive control: a survey ⋮ Finite iterative Hermitian \(R\)-conjugate solutions of the generalized coupled Sylvester-conjugate matrix equations ⋮ Parameter estimation error bounds for Hammerstein nonlinear finite impulsive response models ⋮ An iterative algorithm for the reflexive solutions of the generalized coupled Sylvester matrix equations and its optimal approximation ⋮ Hierarchical estimation algorithms for multivariable systems using measurement information ⋮ The relaxed gradient based iterative algorithm for the symmetric (skew symmetric) solution of the Sylvester equation \(A X + X B = C\) ⋮ Finite iterative algorithm for solving a complex of conjugate and transpose matrix equation ⋮ On the generalized reflexive and anti-reflexive solutions to a system of matrix equations ⋮ Parameter and state estimation algorithm for single-input single-output linear systems using the canonical state space models ⋮ LSQR iterative method for generalized coupled Sylvester matrix equations ⋮ The residual-based ESG algorithm and its performance analysis ⋮ Generalized inverse problems for part symmetric matrices on a subspace in structural dynamic model updating ⋮ An iterative method for solving the generalized coupled Sylvester matrix equations over generalized bisymmetric matrices ⋮ Recursive least squares parameter estimation algorithm for dual-rate sampled-data nonlinear systems ⋮ Iterative algorithms for solving a class of complex conjugate and transpose matrix equations ⋮ Least squares based and gradient based iterative identification for Wiener nonlinear systems ⋮ Identification for the second-order systems based on the step response ⋮ Hierarchical gradient based iterative parameter estimation algorithm for multivariable output error moving average systems ⋮ Iterative solutions to the extended Sylvester-conjugate matrix equations ⋮ LSQR iterative common symmetric solutions to matrix equations \(AXB = E\) and \(CXD = F\) ⋮ Gradient based iterative solutions for general linear matrix equations ⋮ The residual based interactive least squares algorithms and simulation studies ⋮ Matrix equations over \((R,S)\)-symmetric and \((R,S)\)-skew symmetric matrices ⋮ The reflexive and anti-reflexive solutions of a linear matrix equation and systems of matrix equations ⋮ An iterative least squares estimation algorithm for controlled moving average systems based on matrix decomposition ⋮ Time series AR modeling with missing observations based on the polynomial transformation ⋮ Convergence of stochastic gradient estimation algorithm for multivariable ARX-like systems ⋮ Transformations between some special matrices ⋮ Parameter estimation algorithms for multivariable Hammerstein CARMA systems ⋮ Three-stage recursive least squares parameter estimation for controlled autoregressive autoregressive systems ⋮ Developing BiCOR and CORS methods for coupled Sylvester-transpose and periodic Sylvester matrix equations ⋮ Finite iterative algorithms for the reflexive and anti-reflexive solutions of the matrix equation \(A_1X_1B_1+A_2X_2B_2=C\) ⋮ A shift-splitting hierarchical identification method for solving Lyapunov matrix equations ⋮ Hierarchical least squares identification for Hammerstein nonlinear controlled autoregressive systems ⋮ On consistency of recursive least squares identification algorithms for controlled auto-regression models ⋮ Finite iterative method for solving coupled Sylvester-transpose matrix equations ⋮ Reconstruction of continuous-time systems from their non-uniformly sampled discrete-time systems ⋮ The residual based interactive stochastic gradient algorithms for controlled moving average models ⋮ MIMO frequency domain system identification using matrix-valued orthonormal functions ⋮ Iterative algorithm for solving a class of quaternion matrix equation over the generalized \((P, Q)\)-reflexive matrices ⋮ On the ADI method for Sylvester equations ⋮ Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model ⋮ A covariance matching approach for identifying errors-in-variables systems ⋮ The steepest descent of gradient-based iterative method for solving rectangular linear systems with an application to Poisson's equation ⋮ Conjugate gradient least squares algorithm for solving the generalized coupled Sylvester-conjugate matrix equations ⋮ LSMR iterative method for general coupled matrix equations ⋮ Gradient-based iterative identification for MISO Wiener nonlinear systems: application to a glutamate fermentation process ⋮ Parameter estimation for a controlled autoregressive autoregressive moving average system based on a recursive framework ⋮ Hierarchical parameter estimation for a class of MIMO Hammerstein systems based on the reframed models ⋮ Gradient-descent iterative algorithm for solving a class of linear matrix equations with applications to heat and Poisson equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Continuous-time frequency domain subspace system identification
• On covariance function tests used in system identification
• Recursive estimation of the parameters of linear multivariable systems
• On the recursive identification of multi-input, multi-output systems
• Fast recursive identification of state space models via exploitation of displacement structure
• Identification of the deterministic part of MIMO state space models given in innovations form from input-output data
• 4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
• \(\mathfrak H_ \infty\) design of general multirate sampled-data control systems
• Asymptotic convergence analysis of the projection approximation subspace tracking algorithms
• Subspace algorithms for the identification of multivariable dynamic errors-in-variables models
• Recursive 4SID algorithms using gradient type subspace tracking
• Analysis of dual-rate inferential control systems
• Frequency-domain subspace system identification using non-parametric noise models
• Subspace model identification Part 3. Analysis of the ordinary output-error state-space model identification algorithm
• Identification of fast-rate models from multirate data
• Recursive Identification and Adaptive Prediction in Linear Stochastic Systems
• Subspace model identification Part 1. The output-error state-space model identification class of algorithms
• Subspace model identification Part 2. Analysis of the elementary output-error state-space model identification algorithm
• On-line estimation of the parameters of a multivariable system using matrix pseudo-inverse
• ℋ/sub 2/-optimal design of multirate sampled-data systems
• Multirate sampled-data systems: all H/sub ∞/ suboptimal controllers and the minimum entropy controller
• Subspace-based multivariable system identification from frequency response data
• Recursive subspace identification of linear and nonlinear Wiener state-space models
• Ripple-free conditions for lifted multirate control systems

This page was built for publication: Hierarchical gradient-based identification of multivariable discrete-time systems