System Identification and Model Validation of Recursive Least Squares Algorithm for Box–Jenkins Systems

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dc.contributor.authorAldian Ambark Shashoa, Nasar
dc.contributor.authorS. Elmezughi, Abdurrezag
dc.contributor.authorN. Jleta, Ibrahim
dc.contributor.authorB. Ekreem, Nasser
dc.date.accessioned2021-06-30T06:23:13Z
dc.date.available2021-06-30T06:23:13Z
dc.date.issued2019-12-23
dc.description.abstractIn this paper, a new-type recursive least squares algorithm is proposed for identifying the system model parameters and the noise model parameters of Box–Jenkins Systems. The basic idea is based on replacing the unmeasurable variables in the information vectors with their estimates. The proposed algorithm has high computational efficiency because the dimensions of the involved covariance matrices in each subsystem become small. Validation of the model is evaluated using some statistical methods, Which, best-fit criterion and Histogram. Simulation results are presented to illustrate the effectiveness of the proposed algorithm.en
dc.description.abstractIn this paper, a new-type recursive least squares algorithm is proposed for identifying the system model parameters and the noise model parameters of Box–Jenkins Systems. The basic idea is based on replacing the unmeasurable variables in the information vectors with their estimates. The proposed algorithm has high computational efficiency because the dimensions of the involved covariance matrices in each subsystem become small. Validation of the model is evaluated using some statistical methods, Which, best-fit criterion and Histogram. Simulation results are presented to illustrate the effectiveness of the proposed algorithm.hu
dc.formatapplication/pdf
dc.identifier.citationRecent Innovations in Mechatronics, Vol. 6 No. 1 (2019) , 1-6.
dc.identifier.doihttps://doi.org/10.17667/riim.2019.1/4.
dc.identifier.eissn2064-9622
dc.identifier.issue1
dc.identifier.jtitleRecent Innovations in Mechatronics
dc.identifier.urihttps://hdl.handle.net/2437/319793en
dc.identifier.volume6
dc.languageen
dc.relationhttps://ojs.lib.unideb.hu/rIim/article/view/3915
dc.rights.accessOpen Access
dc.rights.ownerby the authors
dc.subjectsystem identificationen
dc.subjectmodel validationen
dc.subjectparameter estimationen
dc.subjecthistogramen
dc.subjectBox–Jenkins systemen
dc.subjectsystem identificationhu
dc.subjectmodel validationhu
dc.subjectparameter estimationhu
dc.subjecthistogramhu
dc.subjectBox–Jenkins systemhu
dc.titleSystem Identification and Model Validation of Recursive Least Squares Algorithm for Box–Jenkins Systemsen
dc.typefolyóiratcikkhu
dc.typearticleen
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Recent Innovations in Mechatronics (DE-journals)