Matricial gradient for the least-squares residual and its application to optimal model fitting

DOI10.1080/00207729508929028zbMath0820.93018OpenAlexW2168162346WikidataQ126249142 ScholiaQ126249142MaRDI QIDQ4698737

Alexander Weinmann

Publication date: 11 May 1995

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

Full work available at URL: https://doi.org/10.1080/00207729508929028

zbMATH Keywords

convergencemodel fittingmatricial gradientleast-squares residual\(L_ 2\) optimization

Mathematics Subject Classification ID

System identification (93B30) Least squares and related methods for stochastic control systems (93E24) Methods of reduced gradient type (90C52)

Cites Work

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• An Analysis of the Total Least Squares Problem
• Introduction to sensitivity and stability analysis in nonlinear programming
• Kronecker products and matrix calculus in system theory
• Analysis and Properties of the Generalized Total Least Squares Problem $AX \approx B$ When Some or All Columns in A are Subject to Error
• Sensitivitätsanalysen und parametrische Programmierung