SRLS을 이용한 파라미터 추정에 관한 연구

A study on the parameter estimate using selective recursive least square

This correspondence presents a recursive estimation algorithm which, unlike conventional ones; updates the estimates only when a sufficient improvement can be obtained with a bounded noise assumption, the resulting sequence of estimates is a sequence of convex sets(ellipsoids) in the parameter space. For the cases studied, the algorithm use less than 20 percent of the. data to update, the estimate and still acquired good accuracy for spectral estimation.