A Recursive Least Squares Algorithm for Pseudo-Linear ARMA Systems Using the Auxiliary Model and the Filtering Technique.
Lanjie GuoYanjiao WangCheng WangPublished in: Circuits Syst. Signal Process. (2016)
Keyphrases
- recursive least squares
- probabilistic model
- filtering algorithm
- cost function
- adaptive filtering
- objective function
- expectation maximization
- autoregressive
- closed form
- neuro fuzzy
- autoregressive moving average
- learning algorithm
- parameter estimation
- recurrent neural networks
- complex valued
- gradient method
- convergence rate
- optimization method
- kalman filter
- levenberg marquardt
- support vector machine
- artificial neural networks