Description: When the signal noise ratio (SNR), and by use of the generalized least squares method may appear more local convergence point, the way of solving this problem can be used multistage least squares method, and generally multistage least squares method includes three identification process. Using input/output data, through the multistage least squares, respectively for the auxiliary model, process model and noise model parameter estimation. In the high noise, multistage least squares method is obviously superior to the generalized least squares method, and its convergence point only.
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MLS.m