Decomposition based fast least squares algorithm for output error systems

Authors:
Feng Ding
Affiliations:
Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education), Jiangnan University, Wuxi 214122, PR China and Control Science and Engineering Research Center, Jiangnan Univ ...
Venue:
Signal Processing
Year:
2013

Citing 11
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Abstract

Parameter estimation methods have wide applications in signal processing, communication and system identification. This paper derives an iterative least squares algorithm to estimate the parameters of output error systems and uses the partitioned matrix inversion lemma to implement the proposed algorithm in order to enhance computational efficiencies. The simulation results show that the proposed algorithm works well.