Decomposition Methods for Solving Least-Squares Parameter Estimation
1995 (English)Report (Other academic)
In this paper leastsquares method with matrix decomposition is revisited and a multiple model formulation is proposed The proposed formulation takes advantage of the wellestablished decomposition methods but possesses a multiple model structure which leads to simpler and more exible implementations and produces more infor mation than the original least squares methods Several application examples in signal processing and system identication are included As a basic numerical analysis tool the proposed methods can be used in many dierent application areas
Place, publisher, year, edition, pages
Linköping: Linköping University , 1995. , 19 p.
LiTH-ISY-R, ISSN 1400-3902 ; 1712
Least squares approximations, Matrix decomposition, Parameter estimation
IdentifiersURN: urn:nbn:se:liu:diva-55195ISRN: LiTH-ISY-R-1712OAI: oai:DiVA.org:liu-55195DiVA: diva2:315778