Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1708623 | Applied Mathematics Letters | 2012 | 7 Pages |
Abstract
An iterative least squares parameter estimation algorithm is developed for controlled moving average systems based on matrix decomposition. The proposed algorithm avoids repeatedly computing the inverse of the data product moment matrix with large sizes at each iteration and has a high computational efficiency. A numerical example indicates that the proposed algorithm is effective.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Huiyi Hu, Feng Ding,