Two-stage recursive least squares parameter estimation algorithm for output error models

作者：Duan, Honghong; Jia, Jie; Ding, Ruifeng^*

来源：Mathematical and Computer Modelling, 2012, 55(3-4): 1151-1159.

DOI：10.1016/j.mcm.2011.09.039

• Least squares
• Two-stage algorithm
• Auxiliary model
• Decomposition technique

This paper presents a two-stage recursive least squares algorithm for output error models. The basic idea is to combine the auxiliary model identification idea and the decomposition technique and to decompose a system into two subsystems, which contain one parameter vector each. Compared with the auxiliary model based recursive least squares algorithm, the proposed algorithm has less computational burden.

• 出版日期2012-2
• 单位南昌航空大学; 江南大学