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Performance analysis of the recursive parameter estimation algorithms for multivariable Box–Jenkins systems

✍ Scribed by Wang, Xuehai; Ding, Feng


Book ID
126838401
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
354 KB
Volume
351
Category
Article
ISSN
0016-0032

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Recursive estimation of the parameters o
✍ N.K. Sinha; Y.H. Kwong 📂 Article 📅 1979 🏛 Elsevier Science 🌐 English ⚖ 346 KB

A recurslve algorithm is proposed for the identification of linear multwarmble systems Utdlzatlon of a canomcal state space model minimizes the number of parameters to be estimated The problem of tdentlficatlon in the presence of noise Is solved by using a recurslve generahzed least-squares method