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Least squares-based iterative identification methods for linear-in-parameters systems using the decomposition technique

Wang, Feifei and Liu, Yanjun and Yang, Erfu (2016) Least squares-based iterative identification methods for linear-in-parameters systems using the decomposition technique. Circuits, Systems, and Signal Processing. pp. 1-19. ISSN 1531-5878

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    Abstract

    By extending the least squares-based iterative (LSI) method, this paper presents a decomposition-based LSI (D-LSI) algorithm for identifying linear-in-parameters systems and an interval-varying D-LSI algorithm for handling the identification problems of missing-data systems. The basic idea is to apply the hierarchical identification principle to decompose the original system into two fictitious sub-systems and then to derive new iterative algorithms to estimate the parameters of each sub-system. Compared with the LSI algorithm and the interval-varying LSI algorithm, the decomposition-based iterative algorithms have less computational load. The numerical simulation results demonstrate that the proposed algorithms work quite well.