The Hierarchical Iterative Identification Algorithm for Multi-Input-Output-Error Systems with Autoregressive Noise

Table 4

The H-GI parameter estimates and errors for Example 2.

1	0.06363	−0.03646	0.51672	−0.72852	0.01182	−0.03937	0.54579	−0.85581	0.00627	31.71160
2	0.17357	−0.19236	0.53839	−0.74274	0.14494	−0.16525	0.57604	−0.89230	0.09049	18.71188
5	0.18370	−0.23560	0.55059	−0.69456	0.15382	−0.14339	0.59693	−0.85356	0.09666	15.92395
10	0.18597	−0.24230	0.55243	−0.68240	0.17824	−0.12609	0.60144	−0.83140	0.10937	14.08831
20	0.18821	−0.24117	0.55225	−0.68049	0.20204	−0.10795	0.60193	−0.81289	0.13405	11.85943
50	0.18994	−0.23981	0.55225	−0.67953	0.21588	−0.09733	0.60184	−0.80231	0.18766	8.00236
True values	0.18000	−0.25000	0.55000	−0.68000	0.22000	−0.10000	0.60000	−0.80000	0.30000