Convergence of HLS estimation algorithms for multivariable ARX-like systems
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摘要
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.
论文关键词：Recursive identification,Parameter estimation,Least squares,Convergence properties,Hierarchical identification principle,Multivariable systems
论文评审过程：Available online 9 February 2007.
论文官网地址：https://doi.org/10.1016/j.amc.2007.01.089
