Identification of Two-Dimensional ARMAX Models by Iterative Two-Stage Least Square Algorithm

This paper gives an algorithm for identification of a two-dimensional ARMAX system. This algorithm is based on least square method and seeks the true value of the model parameters in several iterations. For identification, the components of the system are decomposed into two different parts and the parameters of each part are estimated respectively.

Keywords:

Two-dimensional system , Identification , Least square , Two-stage