Unbiased equation-error based algorithms for efficient system identification using noisy measurements
نویسندگان
چکیده
منابع مشابه
Unbiased equation-error based algorithms for efficient system identification using noisy measurements
Based on the equation-error approach, two constrained weighted least squares algorithms are developed for unbiased infinite impulse response system identification. Both white input and output noise are present, and the ratio of the noise powers is known. Through a weighting matrix, the first algorithm uses a generalized unit-norm constraint which is a generalization of the Koopmans–Levin method...
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ژورنال
عنوان ژورنال: Signal Processing
سال: 2007
ISSN: 0165-1684
DOI: 10.1016/j.sigpro.2006.09.010