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RECURSIVE LEAST SQUARES ALGORITHM FOR STRUCTURAL AND PARAMETRIC IDENTIFICATION OF MULTIVARIABLE SYSTEMS
Author(s): 
Pages: 64-73
Year: 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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