Data Filtering Based Recursive Least Squares Algorithm for Two-Input Single-Output Systems with Moving Average Noises
Joint Authors
Lu, Xianling
Zhou, Wei
Shi, Wenlin
Source
Journal of Applied Mathematics
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-03-26
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
This paper studies identification problems of two-input single-output controlled autoregressive moving average systems by using an estimated noise transfer function to filter the input-output data.
Through data filtering, we obtain two simple identification models, one containing the parameters of the system model and the other containing the parameters of the noise model.
Furthermore, we deduce a data filtering based recursive least squares method for estimating the parameters of these two identification models, respectively, by replacing the unmeasurable variables in the information vectors with their estimates.
The proposed algorithm has high computational efficiency because the dimensions of its covariance matrices become small.
The simulation results indicate that the proposed algorithm is effective.
American Psychological Association (APA)
Lu, Xianling& Zhou, Wei& Shi, Wenlin. 2014. Data Filtering Based Recursive Least Squares Algorithm for Two-Input Single-Output Systems with Moving Average Noises. Journal of Applied Mathematics،Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-491155
Modern Language Association (MLA)
Lu, Xianling…[et al.]. Data Filtering Based Recursive Least Squares Algorithm for Two-Input Single-Output Systems with Moving Average Noises. Journal of Applied Mathematics No. 2014 (2014), pp.1-8.
https://search.emarefa.net/detail/BIM-491155
American Medical Association (AMA)
Lu, Xianling& Zhou, Wei& Shi, Wenlin. Data Filtering Based Recursive Least Squares Algorithm for Two-Input Single-Output Systems with Moving Average Noises. Journal of Applied Mathematics. 2014. Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-491155
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-491155