Filtering Identification.Part M:Filtering-Based Hierarchical Generalized Extended Iterative Parameter Identification for Multivariable Equation-Error ARMA-Like Systems
For multivariable equation-error autoregressive moving average-like(M-EEAR-MA-like)models,this paper investigates and proposes filtered hierarchical generalized ex-tended gradient-based iterative identification methods,filtered hierarchical multi-innovation generalized extended gradient-based iterative identification methods,filtered hierarchical generalized extended least squares-based iterative identification methods,and filtered hierar-chical multi-innovation generalized extended least squares-based iterative identification meth-ods by means of the filtering identification idea and the hierarchical identification principle from available input-output data.These filtered hierarchical generalized extended iterative i-dentification methods can be extended to other linear and nonlinear multivariable stochastic systems with colored noises.
parameter estimationiterative identificationauxiliary model identificationmulti-innovation identificationhierarchical identificationfiltering identificationleast squaresmultivariable system
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