Title :
Efficient algorithm for a class of least squares estimation problems
Author :
Rafajlowicz, Ewaryst ; Myszka, Wojciech
Author_Institution :
Inst. of Eng. Cybernetics, Wroclaw Univ., Poland
fDate :
6/1/1994 12:00:00 AM
Abstract :
A computationally efficient algorithm for solving least squares estimation problems is proposed. It is well suited for problems with the normal equation matrix factorizable in terms of Kronecker´s products. Three classes of identification problems factorizable in this sense are pointed out. Computational complexity of the algorithm and its robustness against round off errors is also discussed
Keywords :
computational complexity; identification; least squares approximations; matrix algebra; Kronecker products; computational complexity; errors; identification; least squares estimation; matrix factorisation; robustness; Computational complexity; Computational efficiency; Cybernetics; Equations; Least squares approximation; Multidimensional systems; Robustness; Signal processing; Signal processing algorithms; System identification;
Journal_Title :
Automatic Control, IEEE Transactions on
