Bias-compensation-based least-squares estimation with a forgetting factor for output error models with white noise

International Journal of Systems Science ◽

10.1080/00207721.2014.948945 ◽

2014 ◽

Vol 47 (7) ◽

pp. 1700-1709 ◽

Author(s):

A.G. Wu ◽

S. Chen ◽

D.L. Jia

Keyword(s):

White Noise ◽

Least Squares ◽

Least Squares Estimation ◽

Forgetting Factor ◽

Error Models ◽

Output Error ◽

Bias Compensation

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Bias compensation‐based recursive least‐squares estimation with forgetting factors for output error moving average systems

IET Signal Processing ◽

10.1049/iet-spr.2013.0327 ◽

2014 ◽

Vol 8 (5) ◽

pp. 483-494 ◽

Author(s):

Ai‐Guo Wu ◽

Yang‐Yang Qian ◽

Wei‐Jun Wu

Keyword(s):

Least Squares ◽

Moving Average ◽

Least Squares Estimation ◽

Recursive Least Squares ◽

Output Error ◽

Bias Compensation

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BIAS COMPENSATED LEAST SQUARES ESTIMATION OF CONTINUOUS TIME OUTPUT ERROR MODELS IN THE CASE OF STOCHASTIC SAMPLING TIME JITTER

IFAC Proceedings Volumes ◽

10.3182/20060329-3-au-2901.00094 ◽

2006 ◽

Vol 39 (1) ◽

pp. 612-617 ◽

Author(s):

Frida Eng ◽

Fredrik Gustafsson

Keyword(s):

Least Squares ◽

Continuous Time ◽

Sampling Time ◽

Least Squares Estimation ◽

Time Jitter ◽

Error Models ◽

Stochastic Sampling ◽

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An innovations approach to least-squares estimation--Part I: Linear filtering in additive white noise

IEEE Transactions on Automatic Control ◽

10.1109/tac.1968.1099025 ◽

1968 ◽

Vol 13 (6) ◽

pp. 646-655 ◽

Author(s):

T. Kailath

Keyword(s):

White Noise ◽

Least Squares ◽

Least Squares Estimation ◽

Linear Filtering ◽

Additive White Noise

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Comment on "An innovations approach to least-squares estimation, part I: Linear filtering in additive white noise"

IEEE Transactions on Automatic Control ◽

10.1109/tac.1970.1099340 ◽

1970 ◽

Vol 15 (1) ◽

pp. 158-159 ◽

Author(s):

H. Akaike ◽

T. Kailath

Keyword(s):

White Noise ◽

Least Squares ◽

Least Squares Estimation ◽

Linear Filtering ◽

Additive White Noise

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An innovations approach to least-squares estimation--Part II: Linear smoothing in additive white noise

IEEE Transactions on Automatic Control ◽

10.1109/tac.1968.1099019 ◽

1968 ◽

Vol 13 (6) ◽

pp. 655-660 ◽

Author(s):

T. Kailath ◽

P. Frost

Keyword(s):

White Noise ◽

Least Squares ◽

Least Squares Estimation ◽

Additive White Noise ◽

Linear Smoothing

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Pseudorandom Maximum Length Signal Design with Bias Compensation Least Squares Estimation for System Identification

2007 IEEE Instrumentation & Measurement Technology Conference IMTC 2007 ◽

10.1109/imtc.2007.378981 ◽

2007 ◽

Author(s):

Mathias Fui Lin Foo ◽

Ai Hui Tan ◽

Kartik Prasad Basu

Keyword(s):

System Identification ◽

Least Squares ◽

Least Squares Estimation ◽

Maximum Length ◽

Signal Design ◽

Bias Compensation

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Bias compensation based recursive least squares identification for equation error models with colored noises

Proceedings of the 33rd Chinese Control Conference ◽

10.1109/chicc.2014.6896104 ◽

2014 ◽

Author(s):

Ai-Guo Wu ◽

Fan Yang ◽

Yang-Yang Qian

Keyword(s):

Least Squares ◽

Recursive Least Squares ◽

Error Models ◽

Equation Error ◽

Bias Compensation

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Two-stage recursive least squares parameter estimation algorithm for output error models

Mathematical and Computer Modelling ◽

10.1016/j.mcm.2011.09.039 ◽

2012 ◽

Vol 55 (3-4) ◽

pp. 1151-1159 ◽

Author(s):

Honghong Duan ◽

Jie Jia ◽

Ruifeng Ding

Keyword(s):

Parameter Estimation ◽

Least Squares ◽

Estimation Algorithm ◽

Recursive Least Squares ◽

Two Stage ◽

Error Models ◽

Output Error ◽

Parameter Estimation Algorithm

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Mitigating Interference to GPS Operation Using Variable Forgetting Factor Based Recursive Least Squares Estimation

International journal of Computer Networks & Communications ◽

10.5121/ijcnc.2017.9202 ◽

2017 ◽

Vol 9 (2) ◽

pp. 19-28

Author(s):

Aseel AlRikabi ◽

Taher AlSharabati

Keyword(s):

Least Squares ◽

Least Squares Estimation ◽

Recursive Least Squares ◽

Forgetting Factor ◽

Variable Forgetting Factor

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Recursive least squares estimation algorithm applied to a class of linear-in-parameters output error moving average systems

Applied Mathematics Letters ◽

10.1016/j.aml.2013.10.011 ◽

2014 ◽

Vol 29 ◽

pp. 36-41 ◽

Author(s):

Cheng Wang ◽

Tao Tang

Keyword(s):

Least Squares ◽

Moving Average ◽

Estimation Algorithm ◽

Least Squares Estimation ◽

Recursive Least Squares ◽

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