NEW EFFICIENT ORDER-RECURSIVE LEAST-SQUARES ALGORITHMS-中国期刊网

摘要 Order-recursiveleast-squares(ORLS)algorithmsareappliedtotheprob-lemsofestimationandidentificationofFIRorARMAsystemparameterswhereafixedsetofinputsignalsamplesisavailableandthedesiredorderoftheunderlyingmodelisunknown.Onthebasisofseveraluniversalformulaeforupdatingnonsymmetricprojec-tionoperators,thispaperpresentsthreekindsofLSalgorithms,callednonsymmetric,symmetricandsquarerootnormalizedfastORLSalgorithms,respectively.Astotheau-thors’knowledge,thefirstandthethirdhavenotbeensofarprovided,andthesecondisoneofthosewhichhavethelowestcomputationalrequirement.Severalsimplifiedversionsofthealgorithmsarealsoconsidered.

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NEW EFFICIENT ORDER-RECURSIVE LEAST-SQUARES ALGORITHMS

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NEW EFFICIENT ORDER-RECURSIVE LEAST-SQUARES ALGORITHMS

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