A greedy iterative least squares algorithm for multivariable systems
- Resource Type
- Conference
- Authors
- Han, Ping; Liu, Yanjun
- Source
- 2021 China Automation Congress (CAC) Automation Congress (CAC), 2021 China. :7121-7126 Oct, 2021
- Subject
- Aerospace
Communication, Networking and Broadcast Technologies
Components, Circuits, Devices and Systems
Computing and Processing
Power, Energy and Industry Applications
Robotics and Control Systems
Signal Processing and Analysis
Transportation
Automation
Computational modeling
Estimation
Numerical simulation
Iterative algorithms
Data models
Numerical models
time-delay estimation
parameter identification
auxiliary model
multivariate system
Householder transformation
greedy iterative least squares algorithm
- Language
- ISSN
- 2688-0938
This paper considers the joint estimation of parameters and time-delays for multi-input output-error systems. By introducing the noise-free outputs and setting an input regression length, an over-parameterization linear sparse identification model can be obtained. A greedy iterative least squares algorithm based on the Householder transformation and auxiliary model is proposed. The proposed algorithm can estimate the multiple time-delays and parameters of the multivariable systems from a few number of sampled data, and has the advantage of avoiding computing the inverse of a high-dimensional matrix at each iteration compared to existing methods. Finally, a numerical simulation example demonstrates the effectiveness of the proposed algorithm.