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An iterative least squares estimation algorithm for controlled moving average systems based on matrix decomposition. (English) Zbl 1252.65105

Summary: 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.

MSC:

65K10 Numerical optimization and variational techniques
93D25 Input-output approaches in control theory
93B30 System identification
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