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Two recursive least squares parameter estimation algorithms for multirate multiple-input systems by using the auxiliary model. (English) Zbl 1242.65021

Summary: We consider identification problems of multirate multiple-input output error systems, derives the input-output representations by using the state space models of the multirate systems, and presents two auxiliary model based recursive least squares algorithms for the corresponding output error models with each subsystem having different or same denominator polynomials. The simulation results show the effectiveness of the proposed algorithms.

MSC:

65C60 Computational problems in statistics (MSC2010)
62F10 Point estimation
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