Coupling Identification.Part A:Recursive Parameter Identification for Partially-Coupled Information Vector Systems
The research object of coupling identification is multivariate systems and multivari-able systems.It is required to study and explore coupling identification methods when there exists the information coupling and/or parameter coupling between the subsystems of a mul-tivariable system.For multivariable systems,namely multiple-input multiple-output sys-tems,this paper uses the coupling identification concept to study parameter identification methods for partially-coupled information vector systems,including recursive parameter i-dentification methods,hierarchical parameter identification methods,and partially-coupled recursive parameter identification methods.These recursive parameter identification methods can be extended to linear and nonlinear multivariable stochastic systems under colored noise disturbances.
parameter estimationrecursive identificationmulti-innovation identificationhierarchical identificationcoupling identificationleast squaresmultivariable system