Generalized inverses in recursive least squares estimation with multiple additional observations

DOI10.1080/00949658908811186zbMath0726.62114OpenAlexW2111395561MaRDI QIDQ3350542

Annibal Parracho Sant'Anna

Publication date: 1989

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658908811186

zbMATH Keywords

recursive least squaresgeneralized inversesgeneralized least squaressingular matrices of observations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Theory of matrix inversion and generalized inverses (15A09) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• GENERALIZED INVERSES USED IN RECURSIVE ESTIMATION OF THE GENERAL LINEAR MODEL1
• RECURSIVE ESTIMATION OF THE GENERAL LINEAR MODEL WITH DEPENDENT ERRORS AND MULTIPLE ADDITIONAL OBSERVATIONS1

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