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- W2382613119 abstract "The least squares method was used for parameter identification on developing,static,linear and nonlinear system.The least squares method was simple and practicable,and its recursive algorithm converging and reliable,while equation error was white noise the estimation results was unbiased,consistent and effective.So it was used very extensively.When identified model noise was complicated noise model,the least squares method estimated results was not unbiased or consistently.The recursive algorithm appears saturated phenomenon of data followed by data increasing,which caused it losing amendatory ability slowly.Recursive Generalized Least Squares method resolved the problem that estimated results unbiased and consistency when noise was coloring,but leaved the saturated phenomenon of data.In the paper,recursive algorithm of the Recursive Generalized Least Squares method was combined with fixed memory length,so the Recursive Fixed Memory Generalized Least Squares method was obtained.It resolved the problem that saturated phenomenon of data.Simulated result had indicated algorithmic validity of RFMGLS." @default.
- W2382613119 created "2016-06-24" @default.
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- W2382613119 date "2009-01-01" @default.
- W2382613119 modified "2023-09-23" @default.
- W2382613119 title "Recursive fixed memory generalized least squares method and simulation research" @default.
- W2382613119 hasPublicationYear "2009" @default.
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