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 ...
— In order to reduce the computational load of the recursive least squares (RLS) algorithm, a decomposition based least squares algorithm is developed for non-uniformly sampled m...
Abstract— In order to reduce computational burden of identification methods for multivariable systems, a hierarchical least squares (HLS) algorithm is developed. The basic idea ...