Recursive and Iterative Least Squares Parameter Estimation Algorithms for Multiple-Input–Output-Error Systems with Autoregressive Noise

This paper considers the parameter estimation of a multiple-input–output-error system with autoregressive noise. In order to solve the problem of the information vector containing unknown inner variables, an auxiliary model-based recursive generalized least squares algorithm and a least squares-base...

Full description

Saved in:

Bibliographic Details
Published in:	Circuits, systems, and signal processing Vol. 37; no. 5; pp. 1884 - 1906
Main Author:	Ding, Jiling
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.05.2018 Springer Nature B.V
Subjects:	Algorithms Circuits and Systems Computer simulation Economic models Electrical Engineering Electronics and Microelectronics Engineering Estimating techniques Instrumentation Iterative algorithms Iterative methods Least squares Mathematical models Parameter estimation Signal,Image and Speech Processing Iterative algorithm Parameter estimation Auxiliary model Multivariable system Least squares
ISSN:	0278-081X, 1531-5878
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!