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]

Authors

Huafeng Xia

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Yan Ji

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Ling Xu

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Tasawar Hayat

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