Difficulty of identification of moving average models lie in that unknown noise terms appear in the information vector. By means of the interactive estimation theory in hierarchicalidentification-using the estimation residual to replace those noise terms and of the multi-innovation identification theory-expanding the innovation length and making sufficient use of system observation data,a muhi-innovation-recursive least squares and a least-squares iterative algorithms are presented. Compared with the recursive extended least squares algorithms, the proposed two algorithms have fast convergence rates and can produce highly accurate parameter estimation. The simulation results indicate that the proposed alorithms have good performance.
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周毅 丁锋. 滑动平均模型的最小二乘辨识方法比较研究[J]. 科学技术与工程, 2007, (18): 4570-4575. ZHOU Yi, DING Feng. Comparison of Least Squares Identification for Moving Average Models[J]. Science Technology and Engineering,2007,(18):4570-4575.