• 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