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Volume :9 Issue : 1 1982      Add To Cart                                                                    Download

A recursive formulation for the two-step least squares estimator

Auther : B. A. ABAZA

Department of Electrical Engineering, University of Kuwait

 

ABSTRACT

 

A recursive technique for the parameter estimation of Linear discrete systems based on the two-step least squares estimator is presented. Two variations of the recursive technique are described, and examples of their performances demonstrated. The estimators indicate a worthwhile improvement over other methods and are well suited for both single-input, single-output and multivariable systems.

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Jun 19, 2012

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