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Decomposition Methods for Solving Least-Squares Parameter Estimation
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Mathematics, Scientific Computing. Linköping University, The Institute of Technology.
1995 (English)Report (Other academic)
Abstract [en]

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.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 1712
Keyword [en]
Least squares approximations, Matrix decomposition, Parameter estimation
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55195ISRN: LiTH-ISY-R-1712OAI: oai:DiVA.org:liu-55195DiVA: diva2:315778
Available from: 2010-04-29 Created: 2010-04-29 Last updated: 2014-10-06Bibliographically approved

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Ljung, Lennart

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
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Language
  • de-DE
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Output format
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