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- W4319840060 abstract "Summary This paper focuses on the parameter estimation issues of multivariate equation‐error autoregressive moving average systems. By applying the gradient search and the multi‐innovation theory, we derive a multi‐innovation gradient based iterative (MI‐GI) algorithm. In order to improve the computational efficiency and the parameter estimation accuracy, a filtering and decomposition based gradient iterative (F‐D‐GI) algorithm is presented by using the data filtering technique and the decomposition technique. The key is to choose an appropriate filter to filter the input‐output data and to transform an original system into several subsystems. Compared with the MI‐GI algorithm, the F‐D‐GI algorithm can generate more accurate parameter estimates. Finally, an illustrative example is provided to indicate the effectiveness of the proposed algorithms." @default.
- W4319840060 created "2023-02-11" @default.
- W4319840060 creator A5003234826 @default.
- W4319840060 creator A5018598883 @default.
- W4319840060 creator A5072684426 @default.
- W4319840060 creator A5088354154 @default.
- W4319840060 date "2023-01-12" @default.
- W4319840060 modified "2023-09-26" @default.
- W4319840060 title "Filtered multi‐innovation‐based iterative identification methods for multivariate equation‐error ARMA systems" @default.
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