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Statistical identification with error balancing - MaRDI portal

Statistical identification with error balancing (Q677401)

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scientific article; zbMATH DE number 996832
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Statistical identification with error balancing
scientific article; zbMATH DE number 996832

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    Statistical identification with error balancing (English)
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    29 April 1997
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    In order to improve the performance of statistical dynamical models, a balancing method of the errors in the elements of the correlation matrices is proposed here. It is shown that by using a correction algorithm having this balancing capability, difficulties like the ill-conditioning of the correlation matrices can be removed.
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    balancing method
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    ill-conditioning of the correlation matrices
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