DocumentCode
1432497
Title
Decomposition methods for solving least-squares parameter estimation
Author
Niu, Steve S. ; Ljung, Lennart ; Björck, Åke
Author_Institution
Treiber Controls Inc., Toronto, Ont., Canada
Volume
44
Issue
11
fYear
1996
fDate
11/1/1996 12:00:00 AM
Firstpage
2847
Lastpage
2852
Abstract
A multiple model least-squares method based on matrix decomposition is proposed. Compared with the conventional implementation of the least-squares method, the proposed method is simpler and more flexible in implementation and produces more information. An application example in parameter estimation is included. As a basic numerical tool, the proposed method can be used in many different application areas
Keywords
least squares approximations; matrix decomposition; parameter estimation; decomposition methods; least-squares parameter estimation; matrix decomposition; multiple model least-squares method; numerical tool; Equations; Gaussian processes; Least squares methods; Mathematics; Matrix decomposition; Parameter estimation; Performance loss; Singular value decomposition;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.542442
Filename
542442
Link To Document