• DocumentCode
    3040608
  • Title

    A new recursive partitioned estimation algorithm derived from extended least squares technique

  • Author

    Amaral, W.C. ; Gimeno, L. ; Mendes, M.

  • Author_Institution
    UNICAMP, Campinas, SP, Brasil
  • fYear
    1981
  • fDate
    16-18 Dec. 1981
  • Firstpage
    616
  • Lastpage
    618
  • Abstract
    The generalization of the Extended Least Squares algorithm for parameter estimation in MIMO systems with ARMA for the noise allows a parallel estimation of row parameters in the model. From this result a new algorithm is proposed which estimates process and noise parameters separately resulting in a further reduction in computer time.
  • Keywords
    Cost function; Difference equations; Least squares approximation; MIMO; Noise reduction; Parallel processing; Parameter estimation; Partitioning algorithms; Polynomials; Recursive estimation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
  • Conference_Location
    San Diego, CA, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1981.269282
  • Filename
    4047006