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Multiple Model 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.
1995 (English)Report (Other academic)
Abstract [en]

Handling many models simultaneously is a desired feature in least-squares estimation. This is typically handled by reducing the maximum order case to a triangular set of equations and then solving the triangular equations for different orders. In this paper, we suggest an alternative method called the multiple model least-squares (MMLS), which is based on a single matrix factorization and directly gives all lower order models, including the parameter estimates and loss functions. The factorization structure of the MMLS estimator improves numerical performance and thus problems such as those associated with overparameterization are avoided. The MMLS method can be used as a replacement/update of the conventional implementation of the least-squares method

Place, publisher, year, edition, pages
Linköping: Linköping University , 1995. , 22 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 1711
Keyword [en]
Parameter estimation, Multiple model least-squares
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55194ISRN: LiTH-ISY-R-1711OAI: oai:DiVA.org:liu-55194DiVA: diva2:315782
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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  • de-DE
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Output format
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