Noise-Robust Parameter Estimation Of Linear Systems
The parameter estimation problem of linear systems from input output measurements, corrupted with nonwhite noise of unknown covariance, is considered. Under this realistic situation, the least squares parameters estimation is nown to be biased. In this paper, a recursive parameters stimation algorit...
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| Format: | article |
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2020
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| Online Access: | https://eprints.kfupm.edu.sa/id/eprint/2534/1/8.pdf |
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