Partially-Coupled Recursive Least Squares Algorithm for Multivariate Systems Based on the Model Transformation
This paper investigates the parameter estimation problem for multivariate output-error systems perturbed by autoregressive noises. To reduce the influence of the colored noises on parameter estimates, we turn the original model into the new model with white noises by using the model transformation....
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
IEEE
2019-01-01
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Series: | IEEE Access |
Subjects: | |
Online Access: | https://ieeexplore.ieee.org/document/8819985/ |