A hierarchical least squares (HLS) algorithm is derived in details for identifying MIMO ARX-like systems based on the hierarchical identification principle. It is shown that the ...
Abstract— In order to reduce computational burden of identification methods for multivariable systems, a hierarchical least squares (HLS) algorithm is developed. The basic idea ...
This paper examines the problem of estimating linear time-invariant state-space system models. In particular it addresses the parametrization and numerical robustness concerns tha...
Abstract-- Identification of output error models from frequency domain data generally results in a non-convex optimization problem. A well-known method to approach the output error...