@inproceedings{a22284d26eb74b508cc95a6a25a3cbd1,
title = "A filtering based recursive extended least squares identification algorithm",
abstract = "Based on the standard recursive generalized extended least squares (RGELS) algorithm and the filtering based recursive least squares (F-RLS) algorithm, a new type of filtering based algorithm is presented for ARARMAX model in this paper. The core idea is to transform the ARARMAX model into an ARMAX model by introducing a filter for the input and output data. With such a treatment, the system can be decomposed into two subsystems. Then, a recursive identification algorithm is constructed by replacing immeasurable terms in information vectors with their estimates respectively. A numerical simulation example is employed to show the effectiveness of the proposed algorithm.",
keywords = "ARARMAX, Filtering, Least squares, Parameter estimation",
author = "Wu, \{Ai Guo\} and Ji, \{You Zhou\} and Xi Dong",
note = "Publisher Copyright: {\textcopyright} 2019 Technical Committee on Control Theory, Chinese Association of Automation.; 38th Chinese Control Conference, CCC 2019 ; Conference date: 27-07-2019 Through 30-07-2019",
year = "2019",
month = jul,
doi = "10.23919/ChiCC.2019.8865881",
language = "英语",
series = "Chinese Control Conference, CCC",
publisher = "IEEE Computer Society",
pages = "1678--1681",
editor = "Minyue Fu and Jian Sun",
booktitle = "Proceedings of the 38th Chinese Control Conference, CCC 2019",
address = "美国",
}