Gradient-based iterative parameter estimation for output error autoregressive systems using hierarchical principle

摘要

This paper presents a new gradient-based iterative algorithm using the hierarchical identification principle(HGI) for output error autoregressive (OEAR) systems. Compared with the gradient-based iterative approach(GI), the proposed algorithm decomposes an OEAR system into two subsystems, which has higher accuracy and is more effective than the GI. The simulation results indicate that the proposed algorithm is effective.