A comparative analysis of various least-squares identification algorithms

DOI10.1016/0005-1098(80)90008-4zbMath0466.93082OpenAlexW1964208682MaRDI QIDQ1155574

S. H. Smith

Publication date: 1980

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(80)90008-4

zbMATH Keywords

identificationrobustnesslinear systemsadaptive controldifference equationscomputational methodsfilteringstochastic systemsnumerical analysisdiscrete time systemsleast squares approximationdigital controlcorrelation methodsautocorrelation formequation-error algorithmleast-squares identification algorithmsMarkel-Gray algorithmsquare-root algorithmtime-series identification algorithms

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03)

Related Items

A comparative analysis of various least-squares identification algorithms, Fast algorithm of Chandrasekhar type for ARMA model identification, Error propagation properties of recursive least-squares adaptation algorithms

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A comparative analysis of various least-squares identification algorithms
• Correction to: A unified sequential identification structure based on convergence considerations
• Unified development of algorithms used for linear predictive coding of speech signals
• Factorization methods for discrete sequential estimation
• Numerical methods for solving linear least squares problems
• Spectral analysis of EEG's by autoregressive decomposition of time series
• System identification. A survey
• The Fitting of Time-Series Models
• Linear Prediction of Speech
• On convergence of least-squares identifiers of autoregressive models having stable and unstable roots
• Unbiased parameter estimation by means of autocorrelation functions
• Sequential algorithm for identification of parameters of an autoregressive process
• Identification of autoregressive moving-average parameters of time series
• Sequential Estimation Technique for Enhancement of Noisy Images
• Stable and efficient lattice methods for linear prediction
• Efficient solution of covariance equations for linear prediction
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• On the Statistical Treatment of Linear Stochastic Difference Equations