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Summary Multiple‐input multiple‐output (MIMO) models are widely used in practical engineering. This article derives a new identification model of the MIMO system by decomposing the MIMO system into several multiple‐input single‐output subsystems. By means of the auxiliary model identification idea, an auxiliary model‐based recursive least squares (AM‐RLS) algorithm is derived for identifying the MIMO systems. In order to reduce the computational burden for identifying MIMO systems, this article presents a hierarchical identification model for the MIMO systems. By applying the hierarchical identification principle, an auxiliary model‐based hierarchical least squares (AM‐HLS) algorithm is proposed for improving the computational efficiency. The computational efficiency analysis indicates that the AM‐HLS algorithm is effective in reducing the calculation amount compared with the AM‐RLS algorithm. Moreover, this article analyzes the convergence of the AM‐HLS algorithm. The simulation example shows that the AM‐RLS and AM‐HLS algorithms studied in this article are effective.
Xing et al. (Wed,) studied this question.