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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| Format: | article |
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2020
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| Online Access: | https://eprints.kfupm.edu.sa/id/eprint/2530/1/4.pdf |
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