Iterative and recursive least squares estimation algorithms for moving average systems
2013
An iterative least squares algorithm and a recursive least squares algorithms are developed for estimating the parameters of moving average systems. The key is use the least squares principle and to replace the unmeasurable noise terms in the information vector. The steps and flowcharts of computing the parameter estimates are given. The simulation results validate that the proposed algorithms can work well.
Keywords:
- Recursive least squares filter
- Total least squares
- Non-linear least squares
- Generalized least squares
- Iteratively reweighted least squares
- Least squares
- Residual sum of squares
- Least squares support vector machine
- Algorithm
- Statistics
- Mathematical optimization
- Mathematics
- Computer science
- Least trimmed squares
- Explained sum of squares
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