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Least-squares estimation for a long-horizon performance index (Q2703062)

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scientific article
Language Label Description Also known as
English
Least-squares estimation for a long-horizon performance index
scientific article

    Statements

    publication date
    30 July 2001
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    zbMATH Keywords
    identification
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    least squares estimation
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    prediction
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    recursive scheme
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    title
    Least-squares estimation for a long-horizon performance index (English)
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    review text
    The estimation of a parametric, discrete-time model for a SISO dynamic plant, derived for minimization of a performance index determined as a sum of squared prediction errors within some time horizon is considered. A formula for a Long-Horizon Least-Squares offline solution as well as a theorem for a recursive online scheme are derived.
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    Identifiers

    zbMATH DE Number
    1570938
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