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Two-stage Gradient-based Iterative Estimation Methods for Controlled Autoregressive Systems Using the Measurement Data

Feng Ding*, Lei Lv, Jian Pan, Xiangkui Wan, and Xue-Bo Jin
International Journal of Control, Automation, and Systems, vol. 18, no. 4, pp.886-896, 2020

Abstract : This paper considers the parameter identification problems of controlled autoregressive systems using observation information. According to the hierarchical identification principle, we decompose the controlled autoregressive system into two subsystems by introducing two fictitious output variables. Then a two-stage gradientbased iterative algorithm is proposed by means of the iterative technique. In order to improve the performance of the tracking the time-varying parameters, we derive a two-stage multi-innovation gradient-based iterative algorithm based on the multi-innovation identification theory. Finally, an example is provided to illustrate the effectiveness of the proposed algorithms.

Keyword : Gradient search, hierarchical identification, iterative technique, mathematical modeling, multiinnovation identification, parameter estimation.

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