Auxiliary model based recursive and iterative least squares algorithm for autoregressive output error autoregressive systems

DOI10.1016/j.apm.2015.02.038zbMath1443.93010OpenAlexW1972271943MaRDI QIDQ2285824

Yanyan Li

Publication date: 9 January 2020

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2015.02.038

zbMATH Keywords

iterative methodleast squaresrecursive methodauxiliary modelautoregressive output error autoregressive (AR-OEAR) model

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Mathematical modeling or simulation for problems pertaining to systems and control theory (93-10)

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Cites Work

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• Three-stage recursive least squares parameter estimation for controlled autoregressive autoregressive systems
• Gradient-based iterative identification for nonuniform sampling output error systems
• Hierarchical Least Squares Identification for Linear SISO Systems With Dual-Rate Sampled-Data

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