LAI Xiaoping, LI Ruisheng, HONG Huimin. A NEW RECURSIVE PREDICTION ERROR ALGORITHM FOR IDENTIFICATION OF MIMO ARMAX SYSTEMS[J]. INFORMATION AND CONTROL, 1991, 20(1): 1-7,18.
Citation:
LAI Xiaoping, LI Ruisheng, HONG Huimin. A NEW RECURSIVE PREDICTION ERROR ALGORITHM FOR IDENTIFICATION OF MIMO ARMAX SYSTEMS[J]. INFORMATION AND CONTROL, 1991, 20(1): 1-7,18.
LAI Xiaoping, LI Ruisheng, HONG Huimin. A NEW RECURSIVE PREDICTION ERROR ALGORITHM FOR IDENTIFICATION OF MIMO ARMAX SYSTEMS[J]. INFORMATION AND CONTROL, 1991, 20(1): 1-7,18.
Citation:
LAI Xiaoping, LI Ruisheng, HONG Huimin. A NEW RECURSIVE PREDICTION ERROR ALGORITHM FOR IDENTIFICATION OF MIMO ARMAX SYSTEMS[J]. INFORMATION AND CONTROL, 1991, 20(1): 1-7,18.
A NEW RECURSIVE PREDICTION ERROR ALGORITHM FOR IDENTIFICATION OF MIMO ARMAX SYSTEMS
Based on the theory of recursive prediction error method,a new identification algorithm is developedfor the multiinput multi-output ARMAX model A(z)yn=B(z)un+C(z)ε.The stability of polynomial matrix C(z) is tested in this algrithm.Simulation of an actual system shows that the convergent rate of thisalgorithm is greater than that of the extented least square(ELS)algorithm.
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