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Recursive Extended Least Squares RELS

In this case we assume the disturbance term, e , is not white noise, rather it is related to through the following transfer function (noise filter) [Pg.221]

This model is of the same form as the one used for RLS and hence the updating equations for 0n and P are the same as in the previous section. However, [Pg.222]

See other pages where Recursive Extended Least Squares RELS is mentioned: [Pg.221]    [Pg.222]    [Pg.17]    [Pg.242]    [Pg.243]    [Pg.1840]    [Pg.221]    [Pg.222]    [Pg.17]    [Pg.242]    [Pg.243]    [Pg.1840]   


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