The simulation results indicate that Recursive Instrumental Variable(RIV)method has better parameter estimation than Recursive Generalized Extended Least Squares(RGELS) in this approximation.

 
  • 仿真结果表明:在这种近似下递推辅助变量法(RIV)比递推广义增广最小二乘法(RGELS)可以得到更好的参数估计。
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