Parameter estimation in linear static systems based on weighted least absolute value estimation

DOI10.1007/BF00962801zbMath0644.93059OpenAlexW1971572606MaRDI QIDQ1102917

G. S. Christensen, S. A. Soliman

Publication date: 1989

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00962801

zbMATH Keywords

time-invariantleast square estimationleast absolute valueparameter vector

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Related Items (2)

A new algorithm for nonlinear \(L_ 1\)-norm minimization with nonlinear equality constraints ⋮ Optimization of control setting and size of shunt capacitors on distribution feeders

Cites Work

• Stochastic models, estimation, and control. Vol. 1
• An Efficient Algorithm for Discrete $l_1$ Linear Approximation with Linear Constraints
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation
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