Delta operator identification algorithm Based on singular value decomposition

摘要：

Based on singular value decomposition and Delta operator extended least squares principle,proposed a recursive algorithm of controlled autoregressive moving average model (CARMA) model parameter estimation.Using good numerical stability of the singular value decomposition.Combining the Delta Operator Extended Least Squares Estimation which numerical stability problems inevitably arise,realization of the specific steps was deduced that based on singular value decomposition and Delta operator augmented least-square estimation,provided a new method for CARMA model identification.

关键词： Parameter estimation Singular value decomposition Delta Recursive extended least squares method

作者: Jin Yanhua Guo Jianjun

作者单位: Electronic Information Engineering Experimental and Training Center,Handan College Handan,China China United Network Communications Group Co.,Ltd Handan,China

会议类型: 国际会议

会议名称: 2011 3rd International Conference on Computer and Network Technology(ICCNT 2011)(2011第三届IEEE计算机与网络技术国际会议)

会议地点: 太原

会议语种:英文

页码: 348-350

在线出版日期: 2011-02-26（万方平台首次上网日期，不代表论文的发表时间）