Stochastic analysis of gradient adaptive identification of nonlinear systems with memory for Gaussian data and noisy input and output measurements

On least-squares identification of stoch

On least-squares identification of stochastic linear systems with noisy input–output data

✍ Wei Xing Zheng 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 119 KB 👁 2 views

In a recent paper, two least-squares (LS) based methods, which do not involve prefiltering of noisy measurements or parameter extraction, are established for unbiased identification of linear noisy input-output systems. This paper introduces more computationally efficient estimation schemes for the