For multivariable controlled autoregressive autoregressive moving average(M-CARARMA)models,which are also called multivariable equation-error autoregressive mov-ing average(M-EEARMA)models,this paper investigates and proposes filtered hierarchical generalized extended gradient-based iterative identification methods,filtered hierarchical multi-innovation generalized extended gradient-based iterative identification methods,fil-tered hierarchical generalized extended least squares-based iterative identification methods,and filtered hierarchical multi-innovation generalized extended least squares-based iterative i-dentification methods from available input-output data by using the filtering identification i-dea and the hierarchical identification principle.These filtered hierarchical generalized ex-tended iterative identification methods can be extended to other linear and nonlinear multiva-riable stochastic systems with colored noises.
关键词
参数估计/迭代辨识/多新息辨识/递阶辨识/滤波辨识/最小二乘/多变量系统
Key words
parameter estimation/iterative identification/multi-innovation identification/hi-erarchical identification/filtering identification/least squares/multivariable system
维普
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