• DocumentCode
    844248
  • Title

    Recursive estimator of the solutions of linear equation sequence

  • Author

    Unton, Fryderyk Z.

  • Author_Institution
    Polish Academy of Sciences, Warsaw, Poland
  • Volume
    29
  • Issue
    2
  • fYear
    1984
  • fDate
    2/1/1984 12:00:00 AM
  • Firstpage
    177
  • Lastpage
    179
  • Abstract
    Estimation of the solutions to a sequence of linear equations plays an important role in recursive identification and adaptive control. It has been solved for the least squares and the instrumental variable methods. In this paper, a method for a general case is obtained. It is based on the algorithm given in [18].
  • Keywords
    Discrete-time systems; Extrapolation; Matrices; Recursive estimation; Arithmetic; Filtering; Instruments; Integral equations; Least squares methods; Nonlinear filters; Recursive estimation; Signal detection; Smoothing methods; Vectors;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1984.1103474
  • Filename
    1103474