Model structure and numerical properties of normal equations

DOI10.1109/81.917980zbMath1015.93067OpenAlexW2139835625MaRDI QIDQ4540138

Håkan Hjalmarsson, Brett Ninness

Publication date: 21 July 2002

Published in: IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/4f6897e2cf6aed735318726a4af8239f0b87fc22

zbMATH Keywords

linear system identificationnumerical conditioningcoloured inputsfixed denominator model structuresorthonormal structures

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12) Numerical computation of matrix norms, conditioning, scaling (65F35) Orthogonalization in numerical linear algebra (65F25)

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