• DocumentCode
    913153
  • Title

    Generalised least-squares estimation without iteration

  • Author

    Norton, J.P. ; Roberts, A.P.

  • Author_Institution
    Department of Trade and Industry, Warren Spring Laboratory Control Engineering Division, Stevenage, UK
  • Volume
    7
  • Issue
    5
  • fYear
    1971
  • Firstpage
    125
  • Lastpage
    126
  • Abstract
    Unbiased estimates of the coefficients of a linear process and noise model are found by a noniterative least-squares method. The estimation is split into three stages, in which the residuals, noise model and process model are found separately. Results are compared with those from the usual iterative method.
  • Keywords
    estimation theory; least squares approximations; linear systems; modelling; control systems; iterative methods; linear systems; noise model; noniterative generalized least squares estimation;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el:19710082
  • Filename
    4235190
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=913153