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RECURSIVE LEAST SQUARES ALGORITHM FOR STRUCTURAL AND PARAMETRIC IDENTIFICATION OF MULTIVARIABLE SYSTEMS
Author(s): Song Wenzhong, Xu Sixin
Pages: 64-
73
Year: 1984
Issue:
4
Journal: Control Theory & Applications
Keyword: 线性系统; 多变量; 递推最小二乘法; 参数辨识; 递推算法; 搜索系统; 符号检验法; 广义最小二乘法; 结构辨识; 方程系数;
Abstract: This paper deals with the structural and parametric identification of multivariable systems. A new recursive least squares algorithm to search for system structural parameterrs using the solution of undetermined linear equations with symmetric coefficients, and a criterion to test the system structure using the signs of coefficients of the system characteristic equation are developed. A simulated example is given.This recursive algorithm is also applicable to various modified least squares methods, such as the extended least squares method etc..
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