递推广义最小二乘法,主要应用于系统辨识,按照给定的递推方程辨识参数

递推广义最小二乘法,主要应用于系统辨识,按照给定的递推方程辨识参数-Recursive generalized least squares method, mainly used in system identification, in accordance with the given recursive equation to identify the parameters