• DocumentCode
    853221
  • Title

    Newton-Raphson algorithm for the recursive generalized least-squares identification

  • Author

    Unton, F.Z. ; Weinfeld, R.

  • Author_Institution
    Polish Academy of Sciences, Warsaw, Poland
  • Volume
    31
  • Issue
    7
  • fYear
    1986
  • fDate
    7/1/1986 12:00:00 AM
  • Firstpage
    685
  • Lastpage
    688
  • Abstract
    A new variant of the Newton-Raphson algorithm for the recursive generalized least-squares identification is proposed. As compared to an earlier one [2], it uses the exactly computed Hessian and gradient. In this way, significant improvement of identification accuracy is obtained.
  • Keywords
    Gradient methods; Hessian matrices; Least-squares methods; Newton-Raphson methods; Parameter identification, linear systems; Recursive estimation; Colored noise; Differential equations; Linear systems; Noise measurement; Polynomials; State estimation; Stochastic resonance; Time measurement; Time varying systems; Wiener filter;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1986.1104365
  • Filename
    1104365
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=853221