Iterative and recursive least squares estimation algorithms for moving average systems

作者：Hu Yuanbiao^*

来源：Simulation Modelling Practice and Theory, 2013, 34: 12-19.

DOI：10.1016/j.simpat.2012.12.009

• Iterative identification
• Recursive identification
• Parameter estimation
• Stochastic gradient
• Least squares

An iterative least squares algorithm and a recursive least squares algorithms are developed for estimating the parameters of moving average systems. The key is use the least squares principle and to replace the unmeasurable noise terms in the information vector. The steps and flowcharts of computing the parameter estimates are given. The simulation results validate that the proposed algorithms can work well.

• 出版日期2013-5
• 单位中国地质大学（北京）