Decomposition based fast least squares algorithm for output error systems

Parameter estimation methods have wide applications in signal processing, communication and system identification. This paper derives an iterative least squares algorithm to estimate the parameters of output error systems and uses the partitioned matrix inversion lemma to implement the proposed algorithm in order to enhance computational efficiencies. The simulation results show that the proposed algorithm works well. (C) 2012 Elsevier B.V. All rights reserved.