Multi-innovation least squares parameter estimation algorithms for stochastic regression models

Conference Record - IEEE Instrumentation and Measurement Technology Conference

Volumn , Issue , 2008, Pages 933-938

  Ding, Feng ^a   Liu, Peter X ^b  

^a JIANGNAN UNIVERSITY   (China)

^b CARLETON UNIVERSITY   (Canada)

Author keywords

Convergence properties; Least squares; Multi innovation identification; Parameter estimation; Recursive identification; Stochastic processes

Indexed keywords

ALGORITHMS; BOOLEAN FUNCTIONS; COMPUTATIONAL FLUID DYNAMICS; COMPUTER NETWORKS; CURVE FITTING; INNOVATION; INSTRUMENTS; ITERATIVE METHODS; LEAST SQUARES APPROXIMATIONS; MEASUREMENT THEORY; METAL ANALYSIS; MODEL STRUCTURES; REGRESSION ANALYSIS; STOCHASTIC MODELS;

CONVERGENCE PROPERTIES; LEAST SQUARES; MULTI-INNOVATION IDENTIFICATION; RECURSIVE IDENTIFICATION; STOCHASTIC PROCESSES;

PARAMETER ESTIMATION;

EID: 51349143973     PISSN: 10915281     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/IMTC.2008.4547170     Document Type: Conference Paper

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