Recursive Estimation Of Linear Systems' Parameters Based On Cumulant Matching
| Author(s) : | Husam Emara-Shabaik, |
| Publisher : | TAYLOR FRANCIS LTD, |
| Publication Date : | - |
| ISSN : | N/A |
| Abstract : | 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 input and the output measurements. A Monte Carlo type of simulation shows the consistency, and the superiority of the developed algorithm over the least-squares technique, |