Maximum Likelihood-Based Recursive Least-Squares Algorithm for Multivariable Systems with Colored Noises Using the Decomposition Technique

Huafeng Xia, Yan Ji, Ling Xu, Tasawar Hayat. Maximum Likelihood-Based Recursive Least-Squares Algorithm for Multivariable Systems with Colored Noises Using the Decomposition Technique. CSSP, 38(3):986-1004, 2019. [doi]

Abstract

Abstract is missing.