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
Link To Document