Recursive TLS algorithms for identification of linear systems

MaRDI QIDQ3582811zbMATH OpenFDO

Authors Yukihito Tanohata, Shunshoku Kanae, Zijiang Yang, Kiyoshi Wada

Publication date 24 August 2010

zbMATH Keywords

infinite impulse response (IIR)least squares (LS) methodnoisy IIR estimationtotal least squares (TLS) method

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

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