Recursive least-squares algorithm for a characteristic model with coloured noise by means of the data filtering technique
DOI10.1080/00207721.2021.1889707zbMATH Open1483.93644OpenAlexW3134563835MaRDI QIDQ5028709FDOQ5028709
Authors: Lanjie Guo, Hao Wang, Zhe Lin
Publication date: 10 February 2022
Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2021.1889707
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Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)
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Cited In (3)
- Filtering, smoothing and prediction using a control-loop spectral factorization method for coloured noise
- A filtering-based recursive extended least squares algorithm and its convergence for finite impulse response moving average systems
- Data filtering based recursive least squares algorithm for two-input single-output systems with moving average noises
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