Data Filtering Based Recursive and Iterative Least Squares Algorithms for Parameter Estimation of Multi-Input Output Systems

This paper discusses the parameter estimation problems of multi-input output-error autoregressive (OEAR) systems. By combining the auxiliary model identification idea and the data filtering technique, a data filtering based recursive generalized least squares (F-RGLS) identification algorithm and a...

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Bibliographic Details
Main Author: Jiling Ding
Format: Article
Language:English
Published: MDPI AG 2016-07-01
Series:Algorithms
Subjects:
Online Access:http://www.mdpi.com/1999-4893/9/3/49