Recursive least-squares algorithm for a characteristic model with coloured noise by means of the data filtering technique.
Lanjie GuoHao WangZhe LinPublished in: Int. J. Syst. Sci. (2021)
Keyphrases
- input data
- recursive least squares
- cost function
- probabilistic model
- filtering algorithm
- missing data
- gradient method
- optimization method
- expectation maximization
- kalman filter
- adaptive filtering
- learning algorithm
- parameter estimation
- simulated annealing
- neural network
- particle swarm optimization
- neural network model
- convergence rate
- rbf network
- filtering method
- state space