Recursive Best Approximate Solution Algorithms

DOI10.1137/0606039zbMath0581.65052OpenAlexW1981222152MaRDI QIDQ3703216

Nariyasu Minamide

Publication date: 1985

Published in: SIAM Journal on Algebraic Discrete Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0606039

zbMATH Keywords

system identificationexponential windowlinear multivariate sequential estimationpseudoinverse lemmarectangular window

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) System identification (93B30) Linear systems in control theory (93C05) Matrix equations and identities (15A24)

Cites Work

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• Regression and the Moore-Penrose pseudoinverse
• An Extension of the Matrix Inversion Lemma
• Representations for the Generalized Inverse of Sums of Matrices
• A Method for Computing Least Squares Estimators that Keep Up with the Data
• Representations for the Generalized Inverse of a Partitioned Matrix

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