Title of article
An iterative least squares estimation algorithm for controlled moving average systems based on matrix decomposition
Author/Authors
Hu، نويسنده , , Huiyi and Ding، نويسنده , , Feng، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2012
Pages
7
From page
2332
To page
2338
Abstract
An iterative least squares parameter estimation algorithm is developed for controlled moving average systems based on matrix decomposition. The proposed algorithm avoids repeatedly computing the inverse of the data product moment matrix with large sizes at each iteration and has a high computational efficiency. A numerical example indicates that the proposed algorithm is effective.
Keywords
Iterative method , least squares , Parameter estimation , Controlled moving average model
Journal title
Applied Mathematics Letters
Serial Year
2012
Journal title
Applied Mathematics Letters
Record number
1528677
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