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Hierarchical least squares algorithms for single-input multiple-output systems based on the auxiliary model. (English) Zbl 1202.93085

Summary: This paper presents an auxiliary model based hierarchical least squares algorithm to estimate the parameters of single-input multi-output system modelling by combining the auxiliary model identification idea and the hierarchical identification principle. A numerical example is given to show the performance of the proposed algorithm.

MSC:

93C55 Discrete-time control/observation systems
93B30 System identification
93E10 Estimation and detection in stochastic control theory
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