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A direct projection method in the problem of complete least squares

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Publication:1883762
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zbMath1058.65049MaRDI QIDQ1883762

P. A. Shamarov, A. I. Zhdanov

Publication date: 13 October 2004

Published in: Automation and Remote Control (Search for Journal in Brave)


zbMATH Keywords

algorithmsparameter identificationstochastic dynamical systemdirect projection methodcomplete least-squares method


Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical optimization and variational techniques (65K10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)


Related Items (3)

Implicit iterative algorithm for solving regularized total least squares problems ⋮ Identification of linear dynamic systems of fractional order with errors in variables based on an augmented system of equations ⋮ Unnamed Item




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