Adaptive recursive least squares method for parameter estimation of autoregressive models

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dc.contributor.authorJaved, Shazia
dc.contributor.authorNazir, Ghida
dc.contributor.authorChaudhry, Nazir Ahmad
dc.contributor.authorAkgul, Ali
dc.contributor.authorTabassum, Muhammad Farhan
dc.date.accessioned2024-12-24T19:30:05Z
dc.date.available2024-12-24T19:30:05Z
dc.date.issued2023
dc.departmentSiirt Üniversitesi
dc.description.abstractThe recursive least squares (RLS) methods are extremely used to find the solutions of problems in many areas, such as communication, signal processing, optimisation and control. In this paper the RLS algorithm is modified for parameter estimation of regression models, such as the pseudo-linear ARMA (PS-ARMA) model and output error autoregressive (OEAR) model. The adaptive filtering technique with random input-output is used in the proposed recursive parameter estimation (RPE) algorithm to recursively predict the exact set of parameters for any regression model. The proposed method works by predicting an output signal that is adaptively improved to approximate the desired filter output. The experimental results are provided to prove the effectiveness of the proposed method.
dc.description.sponsorshipLahore College for Women University, Lahore Pakistan
dc.description.sponsorshipThe authors would like to acknowledge the support of the Lahore College for Women University, Lahore Pakistan for completion of this work
dc.identifier.doi10.1504/IJANS.2023.133733
dc.identifier.endpage89
dc.identifier.issn1752-2862
dc.identifier.issn1752-2870
dc.identifier.issue1
dc.identifier.startpage72
dc.identifier.urihttps://doi.org/10.1504/IJANS.2023.133733
dc.identifier.urihttps://hdl.handle.net/20.500.12604/7381
dc.identifier.volume4
dc.identifier.wosWOS:001079763300006
dc.identifier.wosqualityQ4
dc.indekslendigikaynakWeb of Science
dc.language.isoen
dc.publisherInderscience Enterprises Ltd
dc.relation.ispartofInternational Journal of Applied Nonlinear Science
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.snmzKA_20241222
dc.subjectadaptive filter
dc.subjectautoregressive model
dc.subjectparameter estimation
dc.subjectrandom signals
dc.titleAdaptive recursive least squares method for parameter estimation of autoregressive models
dc.typeArticle

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