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

Table 5

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

1	0.02264	−0.01297	0.18381	−0.25916	0.02264	−0.01297	0.19416	−0.30444	0.00295	68.31458
2	0.09666	−0.06071	0.34760	−0.48848	0.10932	−0.05447	0.36923	−0.57459	0.28748	34.49578
5	0.24231	−0.19630	0.53350	−0.64647	0.22618	−0.09991	0.57665	−0.77609	0.33914	7.35051
10	0.23004	−0.20855	0.55156	−0.65412	0.22289	−0.09268	0.59940	−0.79531	0.33141	5.44993
20	0.21210	−0.22233	0.55260	−0.66565	0.21857	−0.09528	0.60089	−0.80002	0.31890	3.45097
50	0.19366	−0.23682	0.55262	−0.67729	0.21663	−0.09677	0.60117	−0.80156	0.29411	1.47162
True values	0.18000	−0.25000	0.55000	−0.68000	0.22000	−0.10000	0.60000	−0.80000	0.30000