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7

AMC
2007

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Convergence of HLS estimation algorithms for multivariable ARX-like systems

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Convergence of HLS estimation algorithms for multivariable ARX-like systems

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A hierarchical least squares (HLS) algorithm is derived in details for identifying MIMO ARX-like systems based on the hierarchical identiﬁcation principle. It is shown that the parameter estimation errors by the HLS algorithm consistently converge to zero for bounded noise variances by using the stochastic martingale theory. A numerical example is given. Ó 2007 Published by Elsevier Inc.

Lingyun Wang, Feng Ding, Peter X. Liu

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AMC 2007 | Hierarchical Identiﬁcation Principle | Parameter Estimation Errors | Stochastic Martingale Theory |

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Added	08 Dec 2010
Updated	08 Dec 2010
Type	Journal
Year	2007
Where	AMC
Authors	Lingyun Wang, Feng Ding, Peter X. Liu

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