A Recursive Least Squares Algorithm for Pseudo-Linear ARMA Systems Using the Auxiliary Model and the Filtering Technique

Circuits, Systems, and Signal Processing

Volumn 35, Issue 7, 2016, Pages 2655-2667

  Guo, Lanjie ^a   Wang, Yanjiao ^a   Wang, Cheng ^a  

^a JIANGNAN UNIVERSITY   (China)

Author keywords

Auxiliary model; Data filtering; Least squares; Parameter estimation; Pseudo linear system

Indexed keywords

ALGORITHMS; LINEAR SYSTEMS;

AUTOREGRESSIVE MOVING AVERAGE; AUXILIARY MODELING; DATA FILTERING; IDENTIFICATION MODEL; LEAST SQUARE; PARAMETER ESTIMATION PROBLEMS; PSEUDO LINEAR; RECURSIVE LEAST SQUARES ALGORITHMS;

PARAMETER ESTIMATION;

EID: 84971654942     PISSN: 0278081X     EISSN: 15315878     Source Type: Journal    
DOI: 10.1007/s00034-015-0164-8     Document Type: Article

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