Least squares based iterative estimation for multi-input output-error systems using the data filtering

This paper considers the parameter estimation for multi-input output error autoregressive (OEAR) systems. The main contribution of this paper is to propose iterative algorithms for multi-input OEAR systems using the data filtering technique. Firstly, a least squares iterative (LSI) identification algorithm is given for multi-input OEAR systems as a comparison. Secondly, we transform an OEAR system into two identification models and present a data filtering based least squares iterative (F-LSI) identification algorithm. Finally, an illustrative simulation example is provided to test the proposed algorithms, the simulation results indicate that the F-LSI identification algorithm can produce more accurate parameter estimates than the LSI identification algorithm.