Two-stage recursive least squares parameter estimation algorithm for output error models

Mathematical and Computer Modelling

Volumn 55, Issue 3-4, 2012, Pages 1151-1159

  Duan, Honghong ^a   Jia, Jie ^b   Ding, Ruifeng ^a,b  

^a JIANGNAN UNIVERSITY   (China)

^b NANCHANG HANGKONG UNIVERSITY   (China)

Author keywords

Auxiliary model; Decomposition technique; Least squares; Two stage algorithm

Indexed keywords

AUXILIARY MODELS; COMPUTATIONAL BURDEN; DECOMPOSITION TECHNIQUE; LEAST SQUARE; OUTPUT ERROR MODELS; PARAMETER ESTIMATION ALGORITHM; PARAMETER VECTORS; RECURSIVE LEAST SQUARES; RECURSIVE LEAST SQUARES ALGORITHMS; TWO STAGE; TWO-STAGE ALGORITHM;

ALGORITHMS; MATHEMATICAL MODELS;

PARAMETER ESTIMATION;

EID: 84855196135     PISSN: 08957177     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.mcm.2011.09.039     Document Type: Article

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