2. Electronics and Communications Department, Faculty of Engineering, Cairo University, Giza, Egypt;3. Department of Electrical Engineering, Kuwait University Kuwait;4. Control Systems Centre, UMIST, P.O. Box 88, Manchester M60 1QD, U.K.
Abstract:
An efficient two-level algorithm is developed for parameter estimation using the multiple projection approach. The optimal minimum variance estimate is achieved using a fixed number of iterations. Both the recursive and non-recursive versions of the algorithm are presented. Simulation results of two examples have indicated that the new two-level algorithm provides accurate estimates whilst needing a reduced amount of computational effort.