Decomposition Methods for Solving Least-Squares Parameter Estimation
1996 (English)In: IEEE Transactions on Signal Processing, ISSN 1053-587X, E-ISSN 1941-0476, Vol. 44, no 11, 2847-2852 p.Article in journal (Refereed) Published
A multiple model least-squares method based on matrix decomposition is proposed. Compared with the conventional implementation of the least-squares method, the proposed method is simpler and more flexible in implementation and produces more information. An application example in parameter estimation is included. As a basic numerical tool, the proposed method can be used in many different application areas.
Place, publisher, year, edition, pages
1996. Vol. 44, no 11, 2847-2852 p.
Least squares approximations, Matrix decomposition, Parameter estimation
IdentifiersURN: urn:nbn:se:liu:diva-56367DOI: 10.1109/78.542442OAI: oai:DiVA.org:liu-56367DiVA: diva2:318580