Fast GLS algorithm for parameter estimation

DOI10.1016/0005-1098(84)90030-XzbMath0528.93071OpenAlexW95383015MaRDI QIDQ786741

N. E. Zubov

Publication date: 1984

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(84)90030-x

zbMATH Keywords

least-squares methodparameter estimationoff-line algorithm

Mathematics Subject Classification ID

Related Items (1)

Recursive identification of transfer function matrix in continuous systems via linear integral filter

Cites Work

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• Non-convergence of the approximate maximum likelihood identification algorithm
• Convergence properties of the generalised least squares identification method
• Test of pole-zero cancellation in estimated models
• System identification. A survey
• On least squares algorithms for system parameter identification
• Some observations on instrumental variable methods of time-series analysis

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