Highly-efficient filtered hierarchical identification algorithms for multiple-input multiple-output systems with colored noises

Haoming Xing, Feng Ding*, Xiao Zhang, Xiaoli Luan, Erfu Yang

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

7 Citations (Scopus)

Abstract

Multiple-input multiple-output (MIMO) systems have extensive applications in industrial processes and systems engineering. This letter applies the filtering identification idea to establish a filtered identification model and investigate a filtered auxiliary model-based recursive least squares (F-AM-RLS) algorithm for parameter identification of MIMO systems with colored noises. To improve the computational efficiency, this work further proposes a four-stage filtered auxiliary model-based recursive least squares (4S-F-AM-RLS) algorithm by means of the hierarchical identification principle. Then, by incorporating the forgetting factor, a four-stage filtered auxiliary model-based forgetting factor recursive least squares (4S-F-AM-FF-RLS) algorithm is given to improve the convergence speed and the estimation accuracy. Additionally, the computational complexity analysis of the proposed algorithms indicates that the 4S-F-AM-RLS algorithm effectively reduces the computational burden and improves computational efficiency. Finally, the effectiveness of the F-AM-RLS, 4S-F-AM-RLS and 4S-F-AM-FF-RLS algorithms is validated through a numerical example.

Original languageEnglish
Article number105762
Number of pages12
JournalSystems and Control Letters
Volume186
Early online date14 Mar 2024
DOIs
Publication statusPublished - 1 Apr 2024

Keywords

  • colored noises
  • computational efficiency
  • hierarchical identification
  • least squares
  • multivariable system

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