Hierarchical gradient-based identification of multivariable discrete-time systems

作者：Ding F; Chen TW^*

来源：Automatica, 2005, 41(2): 315-325.

DOI：10.1016/j.automatica.2004.10.010

• recursive identification
• estimation
• least squares
• hierarchical identification principle
• multivariable systems
• convergence properties

In this paper, we use a hierarchical identification principle to study identification problems for multivariable discrete-time systems. We propose a hierarchical gradient iterative algorithm and a hierarchical stochastic gradient algorithm and prove that the parameter estimation errors given by the algorithms converge to zero for any initial values under persistent excitation. The proposed algorithms can be applied to identification of systems involving non-stationary signals and have significant computational advantage over existing identification algorithms. Finally, we test the proposed algorithms by simulation and show their effectiveness.

• 出版日期2005-2
• 单位江南大学