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Volumn 4, Issue , 2002, Pages 4252-4257

On convergence of a BCLS algorithm for noisy autoregressive process estimation

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; ITERATIVE METHODS; NONLINEAR EQUATIONS; TRANSFER FUNCTIONS;

EID: 0036991315     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (9)

References (12)
  • 2
    • 0023421570 scopus 로고
    • Statistical analysis of the least squares autoregressive estimator in the presence of noise
    • P. Stoica, A. Nehorai and S.M. Kay: Statistical analysis of the least squares autoregressive estimator in the presence of noise. IEEE Trans. Acoust., Speech, Signal Processing 2(6), 175-182, (1987).
    • (1987) IEEE Trans. Acoust., Speech, Signal Processing , vol.2 , Issue.6 , pp. 175-182
    • Stoica, P.1    Nehorai, A.2    Kay, S.M.3
  • 3
    • 0017473858 scopus 로고
    • On-line modified least-squares parameters estimation of linear discrete dynamic systems
    • S. Sagara and K. Wada: On-line modified least-squares parameters estimation of linear discrete dynamic systems. Int. J. Control (3), 329-343, (1977).
    • (1977) Int. J. Control , vol.3 , pp. 329-343
    • Sagara, S.1    Wada, K.2
  • 4
    • 0018767216 scopus 로고
    • Recursive parameter estimation on an autoregressive process disturbed by white noise
    • H. Sakai, and M. Arase: Recursive parameter estimation on an autoregressive process disturbed by white noise. INT. J. Control 30(6), 946-966, (1979).
    • (1979) INT. J. Control , vol.30 , Issue.6 , pp. 946-966
    • Sakai, H.1    Arase, M.2
  • 6
    • 0032096653 scopus 로고    scopus 로고
    • Transfer function estimation from noisy input and output data
    • W.X. Zheng: Transfer Function Estimation from Noisy Input and Output Data. Int. J. Adapt. Control Signal Process. 12, 365-380, (1998).
    • (1998) Int. J. Adapt. Control Signal Process , vol.12 , pp. 365-380
    • Zheng, W.X.1
  • 11
    • 0026220957 scopus 로고
    • Robust identification of stochastic linear systems with correlated noise
    • C.B. Feng and W.X. Zheng: Robust identification of stochastic linear systems with correlated noise. IEE Proceedings-D, 138(5), 484-3492, (1991).
    • (1991) IEE Proceedings-D , vol.138 , Issue.5 , pp. 484-3492
    • Feng, C.B.1    Zheng, W.X.2
  • 12
    • 0030712506 scopus 로고    scopus 로고
    • Consistent parameter estimation of systems disturbed by correlated noise
    • Y. Zhang, T.T. Lie, and C.B. Soh: Consistent parameter estimation of systems disturbed by correlated noise. IEE Proc.-Control Theory Appl., 144(1), 40-44, (1997).
    • (1997) IEE Proc.-Control Theory Appl. , vol.144 , Issue.1 , pp. 40-44
    • Zhang, Y.1    Lie, T.T.2    Soh, C.B.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.