Abstract
A recursive algorithm for the two-stage empirical frequency-domain optimal parameter (EFOP) estimation method was proposed. The EFOP method was a novel system identification method for Black-box models that combines time-domain estimation and frequency-domain estimation. It has improved anti-disturbance performance, and could precisely identify models with fewer sample numbers. The two-stage EFOP method based on the boot-strap technique was generally suitable for Black-box models, but it was an iterative method and takes too much computation work so that it did not work well online. A recursive algorithm was proposed for disturbed stochastic systems. Some simulation examples are included to demonstrate the validity of the new method.
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