提出了基于递推最小二乘(RLS)的自回归滑动平均模型的两阶段辨识方法。仿真结果表明,方法给出的参数估计精度比递推增广最小二乘算法高。
A RLS based two-stage identification method is presented for ARMA models.The simulation results indicate that the proposed algorithm can give higher parameter estimation accuracy that the recursive extended least square algorithm.