Recursive Estimation Of Linear Systems' Parameters Based On Cumulant Matching

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
Divisions: College Of Computer Sciences and Engineering > Systems Engineering Dept
Depositing User: SYED AMEENUDDIN HUSSAIN
Date Deposited: 14 Jun 2008 13:43
Last Modified: 01 Nov 2019 16:44
URI: http://eprints.kfupm.edu.sa/id/eprint/2530