A two-level parameter estimation algorithm using the multiple projection approach

✍ Scribed by Mohamed F. Hassan; Magdi S. Mahmoud; Madan G. Singh; Michael P. Spathopolous

• Publisher: Elsevier Science
• Year: 1982
• Tongue: English
• Weight: 586 KB
• Volume: 18
• Category: Article
• ISSN: 0005-1098
• DOI: 10.1016/0005-1098(82)90014-0

✦ Synopsis

An efficient two-level algorithm is developed for parameter estimation using the multiple projection approach. The optimal minimum variance estimate is achieved using a fixed number of iterations. Both the recursive and non-recursive versions of the algorithm are presented. Simulation results of two examples have indicated that the new two-level algorithm provides accurate estimates whilst needing a reduced amount of computational effort.