scholarly journals Recursive and iterative estimation algorithms for multiresolution stochastic processes

2003 ◽  
Author(s):  
K.C. Chou ◽  
A.S. Willsky ◽  
A. Benveniste ◽  
M. Basseville
Keyword(s):  
Stochastic Processes ◽  
Iterative Estimation ◽  
Estimation Algorithms

scholarly journals Least Squares Based and Two-Stage Least Squares Based Iterative Estimation Algorithms for H-FIR-MA Systems

2015 ◽  
Vol 2015 ◽  
pp. 1-8 ◽  
Author(s):  
Zhenwei Shi ◽  
Zhicheng Ji
Keyword(s):  
Least Squares ◽  
Iterative Algorithm ◽  
Impulse Response ◽  
Finite Impulse Response ◽  
Moving Average ◽  
Two Stage ◽  
Iterative Estimation ◽  
Estimation Algorithms ◽  
Two Stage Least Squares

This paper studies the identification of Hammerstein finite impulse response moving average (H-FIR-MA for short) systems. A new two-stage least squares iterative algorithm is developed to identify the parameters of the H-FIR-MA systems. The simulation cases indicate the efficiency of the proposed algorithms.

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