A Recursive Least Squares Algorithm for Pseudo-Linear ARMA Systems Using the Auxiliary Model and the Filtering Technique

Lanjie Guo; Yanjiao Wang; Cheng Wang

doi:10.1007/s00034-015-0164-8

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A Recursive Least Squares Algorithm for Pseudo-Linear ARMA Systems Using the Auxiliary Model and the Filtering Technique

Lanjie Guo Yanjiao Wang Cheng Wang

Year: 2015 Journal: Circuits Systems and Signal Processing Vol: 35 (7)Pages: 2655-2667 Publisher: Birkhäuser

DOI: 10.1007/s00034-015-0164-8

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Keywords:

Autoregressive–moving-average model Autoregressive model Recursive least squares filter Algorithm Least-squares function approximation Key (lock) Computer science System identification Linear system Linear model Identification (biology) Generalized least squares Estimation theory Non-linear least squares Mathematics Iteratively reweighted least squares Total least squares Adaptive filter Data modeling Statistics Machine learning

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Control Systems and Identification

Physical Sciences → Engineering → Control and Systems Engineering

Fault Detection and Control Systems

Physical Sciences → Engineering → Control and Systems Engineering

Target Tracking and Data Fusion in Sensor Networks

Physical Sciences → Computer Science → Artificial Intelligence

A Recursive Least Squares Algorithm for Pseudo-Linear ARMA Systems Using the Auxiliary Model and the Filtering Technique

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