Structured Linear Least-Squares Problems in System Identification and Separable Nonlinear Data Fitting

DOI10.1137/0804049zbMath0821.65024OpenAlexW2026690111WikidataQ114615483 ScholiaQ114615483MaRDI QIDQ4321314

Linda Kaufman, Garrett S. Sylvester, Margaret H. Wright

Publication date: 23 January 1995

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0804049

zbMATH Keywords

system identificationnormal equations\(QR\) factorizationmatrix structuremultiple data setslinear least- squares problemsseparable nonlinear least- squares

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) Orthogonalization in numerical linear algebra (65F25)

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