Partially-Coupled Recursive Least Squares Algorithm for Multivariate Systems Based on the Model Transformation

This paper investigates the parameter estimation problem for multivariate output-error systems perturbed by autoregressive noises. To reduce the influence of the colored noises on parameter estimates, we turn the original model into the new model with white noises by using the model transformation....

Full description

Bibliographic Details
Main Authors: Qinyao Liu, Feng Ding, Ahmed Alsaedi, Tasawar Hayat
Format: Article
Language:English
Published: IEEE 2019-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/8819985/