Decomposition based fast least squares algorithm for output error systems

被引：144
作者：
Ding, Feng [1 ,2 ]
机构：
[1] Jiangnan Univ, Minist Educ, Key Lab Adv Proc Control Light Ind, Wuxi 214122, Peoples R China
[2] Jiangnan Univ, Control Sci & Engn Res Ctr, Wuxi 214122, Peoples R China
来源：
SIGNAL PROCESSING | 2013年 / 93卷 / 05期
基金：
中国国家自然科学基金;
关键词：
Signal processing; Filtering; Parameter estimation; Fast least squares; Iterative algorithm; IDENTIFICATION METHODS; PARAMETER-ESTIMATION; STATE ESTIMATION;
D O I：
10.1016/j.sigpro.2012.12.013
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
Parameter estimation methods have wide applications in signal processing, communication and system identification. This paper derives an iterative least squares algorithm to estimate the parameters of output error systems and uses the partitioned matrix inversion lemma to implement the proposed algorithm in order to enhance computational efficiencies. The simulation results show that the proposed algorithm works well. (C) 2012 Elsevier B.V. All rights reserved.
引用
收藏
页码：1235 / 1242
页数：8
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