Adaptive Systems

Recurrent method of least squares in the presence of correlated interferences

E. D. Aved'yan

Moscow

Abstract: A recurrence procedure is developed for obtaining estimates by the method of least squares (MLS) in face of correlated noise. The observed quantities are converted for use in an iterative MLS procedure developed for discrete white noise-like noises. The relation of the law for conversion of the observed quantities and the action of the shaping filter is determined.

UDC: 621.391.822, 519.2


Received: 25.04.1974

 English version: Automation and Remote Control, 1974, 36:5, 760–768

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