Recursive Estimation Of Linear Systems' Parameters Based On Cumulant Matching
The problem of the estimation of the parameters of linear systems from noisy inputoutput measurements is considered. A third-order cumulant matching recursive algorithm is developed. The algorithm provides unbiased estimates of the parameters for a wide class of correlated noise corrupting both the...
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| التنسيق: | article |
| منشور في: |
2020
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| الوصول للمادة أونلاين: | https://eprints.kfupm.edu.sa/id/eprint/2530/1/4.pdf |
| الوسوم: |
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| الملخص: | The problem of the estimation of the parameters of linear systems from noisy inputoutput measurements is considered. A third-order cumulant matching recursive algorithm is developed. The algorithm provides unbiased estimates of the parameters for a wide class of correlated noise corrupting both the input and the output measurements. A Monte Carlo type of simulation shows the consistency, and the superiority of the developed algorithm over the least-squares technique |
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