A filtering based recursive least squares estimation algorithm for pseudo-linear auto-regressive systems

Ding, Sheng and Ding, Rui and Yang, Erfu (2014) A filtering based recursive least squares estimation algorithm for pseudo-linear auto-regressive systems. Journal of the Franklin Institute, 351 (3). pp. 1801-1809. ISSN 0016-0032 (https://doi.org/10.1016/j.jfranklin.2013.10.018)

Abstract

This paper uses the filtering technique, transforms a pseudo-linear auto-regressive system into an identification model and presents a new recursive least squares parameter estimation algorithm pseudo-linear auto-regressive systems. The proposed algorithm has a high computational efficiency because the dimensions of its covariance matrices become small compared with the recursive generalized least squares algorithm.

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• Item metadata

  Item type:	Article
  ID code:	53016
  Dates:	Date Event March 2014 Published 22 November 2013 Published Online
  Subjects:	Science > Mathematics > Electronic computers. Computer science
  Department:	Faculty of Engineering > Design, Manufacture and Engineering Management
  Depositing user:	Pure Administrator
  Date deposited:	14 May 2015 10:23
  Last modified:	08 Apr 2024 22:16
  Related URLs:	Scopus publication Journal or Publication
  URI:	https://strathprints.strath.ac.uk/id/eprint/53016