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- Title
Hierarchical estimation methods based on the penalty term for controlled autoregressive systems with colored noises.
- Authors
Sun, Huanqi; Xiong, Weili; Ding, Feng; Yang, Erfu
- Abstract
This article considers the parameter estimation problems for the controlled autoregressive systems interfered by moving average noises. A recursive extended gradient algorithm with penalty term is proposed by using the penalty criterion function. By introducing three fictitious output variables, the original system can be decomposed into three subsystems based on the hierarchical principle. The hierarchical recursive extended gradient algorithm with penalty term is then proposed to achieve the parameter estimation. Finally, the experimental results demonstrate the effectiveness of the proposed algorithms.
- Subjects
PARAMETER estimation; MOVING average process; NOISE
- Publication
International Journal of Robust & Nonlinear Control, 2024, Vol 34, Issue 10, p6804
- ISSN
1049-8923
- Publication type
Article
- DOI
10.1002/rnc.7323