Recursive generalised-least-squares procedure for online identification of process parameters

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Abstract
A recursive differential correction-estimation technique is presented for online estimation of process parameters in the presence of autocorrelated noise. The technique is shown to allow adaptive estimation of changing system parameters. The experimental results of digital simulations indicate that the proposed recursive-estimation algorithm is valuable for online-control applications, and for the estimation of parameters in the presence of large amounts of data by avoiding the need for excessive data storage.
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