Recursive Generalized Total Least Squares with Noise Covariance Estimation
نویسندگان
چکیده
منابع مشابه
Recursive Generalized Total Least Squares with Noise Covariance Estimation
We propose a recursive generalized total least-squares (RGTLS) estimator that is used in parallel with a noise covariance estimator (NCE) to solve the errors-in-variables problem for multi-input-single-output linear systems with unknown noise covariance matrix. Simulation experiments show that the suggested RGTLS with NCE procedure outperforms the common recursive least squares (RLS) and recurs...
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ژورنال
عنوان ژورنال: IFAC Proceedings Volumes
سال: 2014
ISSN: 1474-6670
DOI: 10.3182/20140824-6-za-1003.01568