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An iterative least squares estimation algorithm for controlled moving average systems based on matrix decomposition

โœ Scribed by Huiyi Hu; Feng Ding


Book ID
116217676
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
241 KB
Volume
25
Category
Article
ISSN
0893-9659

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Least squares based iterative parameter
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Difficulties of identification for multivariable controlled autoregressive moving average (ARMA) systems lie in that there exist unknown noise terms in the information vector, and the iterative identification can be used for the system with unknown terms in the information vector. By means of the hi