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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Format: | Article |
Language: | English |
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MDPI AG
2016-07-01
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Series: | Algorithms |
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Online Access: | http://www.mdpi.com/1999-4893/9/3/49 |