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Hierarchical gradient-based identification of multivariable discrete-time systems. (English) Zbl 1073.93012

Summary: We use a hierarchical identification principle to study identification problems for multivariable discrete-time systems. We propose a hierarchical gradient iterative algorithm and a hierarchical stochastic gradient algorithm and prove that the parameter estimation errors given by the algorithms converge to zero for any initial values under persistent excitation. The proposed algorithms can be applied to identification of systems involving non-stationary signals and have significant computational advantage over existing identification algorithms. Finally, we test the proposed algorithms by simulation and show their effectiveness.

MSC:

93B30 System identification
93C55 Discrete-time control/observation systems
93A13 Hierarchical systems
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