recursive estimation

The second operation is estimation of ARMA parameters using recursive identification.

第二步用递推算法估计ARMA参数。

The use of Recursive Least-squire ( RLS) algorithm to the parameter estimation of the Exogenous Auto-regressive Moving-average ( AMARX) process model corrupted by disturbance of time-varying variance may face severe difficulty of parameter estimate diverge.

指数遗忘的最小的二乘法（RLS）用于受到时变方差扰动的ARMAX模型的参数估计时，存在严重的参数发散问题。

In this paper, a method of process quality diagnosis using hypothesis testing for residual sequence of ARMA innovation model estimation error by recursive maximum likelihood method was studied.

本文基于辨识ARMA新息模型生成估计残差序列，再对残差序列的平均值和无偏方差进行假设检验，可实现工序质量的异常诊断。

The recursive in order least-squares ( LS) algorithms can be applied to estimation and identification of FIR or AR system parameters where a fixed set of input signal samples is available and the order of the model is un-known.

阶递归最小二乘（LS）算法适用于观察样本个数固定且模型阶数未知时FIR或AR参数的最佳估计和识别问题中。

This paper infer a series of recursive equation based on lease square estimation in order to reduce computing amount, include recurrence equation of regression coefficient, total dispersion square sum, residual square sum, regression square sum etc.

为了减少计算量，本文推导了基于最小二乘估计的一系列递推公式，包括回归系数、总离差平方和、残差平方和、回归平方和等的递推公式。

System identification, adaptive controller and their applications in adaptive steering system have been studied in this paper. An improved extended recursive least squares estimation algorithm has been presented.

本文研究了系统辨识和自校正控制器的算法及其在自适应操舵系统中的应用，提出了一种改进的扩展最小二乘在线算法。

Recursive Estimation Algorithm for Calculating Time Delay in Thermodynamic Process

热工模型中纯迟延时间的递归估计算法

Chapters 3 and 4 introduced the least squares estimation method and the target trajectory initial particle filter recursive estimation method.

第三章和第四章分别介绍了最小二乘初值估计法和目标轨迹粒子滤波递推估计法。

The recursive algorithm of Householder transform is applied for AR spectral estimation by forming the high-order autocorrelation matrix, and an unbiased estimation of AR parameters is obtained. Thus, the noise pollution to AR spectral is overcome and a better estimation performance is ensured.

本文通过构造高阶相关阵，用householder变换递推算法做AR谱估计，得到了AR参数的无偏估计，从而剔除了噪声对AR谱的污染，保证了较好的估计质量。

Recursive Fault-Tolerant LS Estimation for Attitude Parameters of a Spin Stabilization Satellite

自旋稳定卫星姿态参数递推容错LS估计