Decomposition based fast least squares algorithm for output error systems

Parameter estimation methods have wide applications in signal processing, communication and system identification. This paper derives an iterative least squares algorithm to estimate the parameters of output error systems and uses the partitioned matrix inversion lemma to implement the proposed algo...

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Vydáno v:	Signal processing Ročník 93; číslo 5; s. 1235 - 1242
Hlavní autor:	Ding, Feng
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Amsterdam Elsevier B.V 01.05.2013 Elsevier
Témata:	Algorithms Applied sciences Communication systems Computational efficiency Computer simulation Detection, estimation, filtering, equalization, prediction Errors Exact sciences and technology Fast least squares Filtering Information, signal and communications theory Inversions Iterative algorithm Least squares method Parameter estimation Signal and communications theory Signal processing Signal, noise Telecommunications and information theory Signal processing Iterative algorithm Parameter estimation Filtering Fast least squares Performance evaluation Iterative method Implementation Simulation Matrix inversion Least squares method Telecommunication system System identification Fast algorithm
ISSN:	0165-1684, 1872-7557
On-line přístup:	Získat plný text
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