DocumentCode
1381678
Title
Multiple model least-squares using a Lagrange multiplier approach
Author
Bowyer, R.O. ; Clarke, D.W.
Author_Institution
Dept. of Eng. Sci., Oxford Univ., UK
Volume
34
Issue
3
fYear
1998
fDate
2/5/1998 12:00:00 AM
Firstpage
311
Lastpage
312
Abstract
Multiple model identification typically uses Levinson-type algorithms. However, the recent augmented UD identification (AUDI) algorithm has more accuracy and application potential. A derivation via Lagrange multipliers gives further insight into the AUDI approach
Keywords
identification; least squares approximations; AUDI; Lagrange multiplier; Levinson-type algorithm; augmented UD identification algorithm; multiple model least-squares;
fLanguage
English
Journal_Title
Electronics Letters
Publisher
iet
ISSN
0013-5194
Type
jour
DOI
10.1049/el:19980190
Filename
677411
Link To Document