An iterative least squares estimation algorithm for controlled moving average systems based on matrix decomposition

Applied Mathematics Letters

Volumn 25, Issue 12, 2012, Pages 2332-2338

  Hu, Huiyi ^a   Ding, Feng ^a  

^a JIANGNAN UNIVERSITY   (China)

Author keywords

Controlled moving average model; Iterative method; Least squares; Parameter estimation

Indexed keywords

DATA PRODUCTS; ITERATIVE LEAST SQUARES; LEAST SQUARE; MATRIX DECOMPOSITION; MOVING AVERAGE MODEL; MOVING AVERAGES; NUMERICAL EXAMPLE; PARAMETER ESTIMATION ALGORITHM;

ITERATIVE METHODS; PARAMETER ESTIMATION;

ALGORITHMS;

EID: 84865467362     PISSN: 08939659     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.aml.2012.06.027     Document Type: Article

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