For multivariable output-error autoregressive moving average-like(M-OEARMA-like)models,this paper investigates and proposes filtered auxiliary-model hierarchical gener-alized extended gradient-based iterative identification methods,filtered auxiliary-model hier-archical multi-innovation generalized extended gradient-based iterative identification meth-ods,filtered auxiliary-model hierarchical generalized extended least squares-based iterative i-dentification methods,and filtered auxiliary-model hierarchical multi-innovation generalized extended least squares-based iterative identification methods by means of the filtering identi-fication idea and the hierarchical identification principle from available input-output data.These filtered auxiliary-model hierarchical generalized extended iterative identification meth-ods can be extended to other linear and nonlinear multivariable stochastic systems with col-ored noises.
关键词
参数估计/迭代辨识/辅助模型辨识/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/auxiliary model identification/multi-innovation identification/hierarchical identification/filtering identification/least squares/multivariable system
维普
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