An iterative least squares estimation algorithm for controlled moving average systems based on matrix decomposition

作者：Hu, Huiyi; Ding, Feng^*

来源：Applied Mathematics Letters, 2012, 25(12): 2332-2338.

DOI：10.1016/j.aml.2012.06.027

• Least squares
• Iterative method
• Parameter estimation
• Controlled moving average model

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.

• 出版日期2012-12
• 单位江南大学