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Choice of least-squares algorithms for the identification of ARM AX dynamic systems

 

作者: M. A. FKIRIN,  

 

期刊: International Journal of Systems Science  (Taylor Available online 1989)
卷期: Volume 20, issue 7  

页码: 1221-1226

 

ISSN:0020-7721

 

年代: 1989

 

DOI:10.1080/00207728908910207

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

A comparative analysis of three identification algorithms, which minimise the sum of the squared errors between the model output and the observations of the output, is presented. Batch least-squares and extended recursive least-squares algorithms can be used to identify the model structure goodness of ARMAX application of each algorithm are investigated.

 

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