Iterative and recursive least squares estimation algorithms for moving average systems

Simulation Modelling Practice and Theory

Volumn 34, Issue , 2013, Pages 12-19

  Hu, Yuanbiao ^a  

^a CHINA UNIVERSITY OF GEOSCIENCES   (China)

Author keywords

Iterative identification; Least squares; Parameter estimation; Recursive identification; Stochastic gradient

Indexed keywords

INFORMATION VECTOR; ITERATIVE IDENTIFICATION; ITERATIVE LEAST SQUARES; LEAST SQUARE; MOVING AVERAGES; NOISE TERMS; PARAMETER ESTIMATE; RECURSIVE IDENTIFICATION; RECURSIVE LEAST SQUARES ALGORITHMS; RECURSIVE LEAST-SQUARES ESTIMATION; STOCHASTIC GRADIENT;

ALGORITHMS; PARAMETER ESTIMATION;

ITERATIVE METHODS;

EID: 84874603494     PISSN: 1569190X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.simpat.2012.12.009     Document Type: Article

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