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This paper considers the identification problem of a class of closed-loop systems with large time-delays. Both the control plant and the feedback controller are required to be identified. The threshold orthogonal matching pursuit (TH-OMP) algorithm is applied to identify the closed-loop system indirectly. The identification contains two steps. The first is to identify the orders, time delays and the...
This paper applies the hierarchical identification principle and the gradient search method to study iterative solutions for a class of general coupled matrix equations with real coefficients. As long as the convergence factors are appropriately chosen, the proposed algorithms for any initial values can provide iterative solutions that are arbitrarily close to the unique solutions of the equations...
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 multirate systems. The main ideal is to decompose the identification model of the non-uniformly sampled systems into several submodels with smaller dimensions and fewer parameters based on the hierarchical identification principle...
This paper develops a hierarchical extended stochastic gradient identification algorithms for MIMO ARMAX-like systems to deal with colored noises based on the hierarchical identification principle. The convergence performance of such algorithms is studied in detail; in particular, conditions for parameter estimation errors to converge to zero are established, which include persistent excitation of...
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