A generalized pseudoinverse algorithm for unbiased parameter estimation

DOI10.1080/00207727508941889zbMath0317.93058OpenAlexW2036513333WikidataQ126247115 ScholiaQ126247115MaRDI QIDQ4079454

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Publication date: 1975

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727508941889

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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Cites Work

• Some Applications of the Pseudoinverse of a Matrix