Bias compensation based recursive least-squares identification algorithm for MISO systems

For multi-input single-output output-error systems, the least-squares (LS) estimates are biased. In order to obtain the unbiased estimates, we present a recursive LS identification algorithm based on a bias compensation technique. The basic idea is to eliminate the estimation bias by adding a correction term in the LS estimates, and further to derive a bias compensation based recursive LS algorithm. Finally, we test the proposed algorithms by simulation and show their effectiveness.

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