Recursive least squares parameter identification algorithms for systems with colored noise using the filtering technique and the auxilary model

Digital Signal Processing: A Review Journal

Volumn 37, Issue 1, 2015, Pages 100-108

  Ding, Feng ^a   Wang, Yanjiao ^a   Ding, Jie ^b  

^a JIANGNAN UNIVERSITY   (China)

^b NANJING UNIVERSITY OF POSTS AND TELECOMMUNICATIONS   (China)

Author keywords

Box Jenkins system; Filtering technique; Least squares; Parameter estimation; Recursive identification

Indexed keywords

DIGITAL SIGNAL PROCESSING; DIGITAL SIGNAL PROCESSORS;

AUXILIARY MODEL IDENTIFICATION IDEAS; BOX-JENKINS; FILTERING TECHNIQUE; LEAST SQUARE; PARAMETER ESTIMATION PROBLEMS; PARAMETER IDENTIFICATION ALGORITHMS; RECURSIVE IDENTIFICATION; RECURSIVE LEAST SQUARES ALGORITHMS;

PARAMETER ESTIMATION;

EID: 84922470043     PISSN: 10512004     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.dsp.2014.10.005     Document Type: Article

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