Fast Calculations of Linear and Nonlinear Least-Squares Estimates for System Identification
1998 (English)In: Proceedings of the 37th IEEE Conference on Decision and Control, 1998, 3408-3410 vol.3 p.Conference paper (Refereed)
In this paper an FFT based method is presented to speed-up the calculations of least-squares estimates of d unknown parameters from O(Nd2) to O(Nlog2N) (with N the number of data points) resulting in a significant reduction of the required computation time. The method can be applied to models/methods that are linear or nonlinear-in-the-parameters. Also the memory requirements are significantly reduced, without needing dedicated memory management techniques.
Place, publisher, year, edition, pages
1998. 3408-3410 vol.3 p.
Least-square estimation, System identification
IdentifiersURN: urn:nbn:se:liu:diva-91586DOI: 10.1109/CDC.1998.758230ISBN: 0-7803-4394-8OAI: oai:DiVA.org:liu-91586DiVA: diva2:624970
37th IEEE Conference on Decision and Control, Tampa, FL, USA, December, 1998