recursive least squares algorithm
由CElisei-Iliescu著作·2019·被引用15次—ThebasicideaistoexploittheimpulseresponsedecompositionbasedonthenearestKroneckerproductandlow-rankapproximation.Thus,ahigh-dimensionsystem ...,ThistutorialmotivatestheuseofRecursiveMethodsinLinearLeastSquares...
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TheRecursiveLeastSquaresEstimatorestimatestheparametersofasystemusingamodelthatislinearinthoseparameters.
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