Input-output data filtering based recursive least squares identification for CARARMA systems

Digital Signal Processing: A Review Journal

Volumn 20, Issue 4, 2010, Pages 991-999

  Wang, Dongqing ^a   Ding, Feng ^b  

^a QINGDAO UNIVERSITY   (China)

^b JIANGNAN UNIVERSITY   (China)

Author keywords

Filtering; Least squares; Parameter estimation; Recursive identification; Signal processing

Indexed keywords

ADAPTIVE ALGORITHMS; COMPUTATIONAL EFFICIENCY; COVARIANCE MATRIX; FILTRATION; LEAST SQUARES APPROXIMATIONS; SIGNAL PROCESSING;

AUTOREGRESSIVE MOVING AVERAGE; IDENTIFICATION MODEL; LEAST SQUARE; NOISE TRANSFER FUNCTION; RECURSIVE IDENTIFICATION; RECURSIVE LEAST SQUARES ALGORITHMS; RECURSIVE LEAST SQUARES METHOD; RECURSIVE LEAST-SQUARES IDENTIFICATIONS;

PARAMETER ESTIMATION;

EID: 77954175887     PISSN: 10512004     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.dsp.2009.12.006     Document Type: Article

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