Recursive Estimation Of Linear Systems' Parameters Based On Cumulant Matching. INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 31. pp. 213-216.
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Abstract
The problem of the estimation of the parameters of linear systems from noisy inputoutput measurements is considered. A third-order cumulant matching recursive algorithm is developed. The algorithm provides unbiased estimates of the parameters for a wide class of correlated noise corrupting both the input and the output measurements. A Monte Carlo type of simulation shows the consistency, and the superiority of the developed algorithm over the least-squares technique
| Item Type: | Article |
|---|---|
| Subjects: | Systems |
| Department: | College of Computing and Mathematics > lndustrial and Systems Engineering |
| Depositing User: | SYED AMEENUDDIN HUSSAIN |
| Date Deposited: | 14 Jun 2008 10:43 |
| Last Modified: | 01 Nov 2019 13:44 |
| URI: | http://eprints.kfupm.edu.sa/id/eprint/2530 |