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Fast Calculations of Linear and Nonlinear Least-Squares Estimates for System Identification
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Vrije Universiteit Brussel, Belgium.
Vrije Universiteit Brussel, Belgium.
Vrije Universiteit Brussel, Belgium.
1998 (English)In: Proceedings of the 37th IEEE Conference on Decision and Control, 1998, 3408-3410 vol.3 p.Conference paper, Published paper (Refereed)
Abstract [en]

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.
Keyword [en]
Least-square estimation, System identification
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-91586DOI: 10.1109/CDC.1998.758230ISBN: 0-7803-4394-8 (print)OAI: oai:DiVA.org:liu-91586DiVA: diva2:624970
Conference
37th IEEE Conference on Decision and Control, Tampa, FL, USA, December, 1998
Available from: 2013-06-03 Created: 2013-04-28 Last updated: 2013-06-03

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Gustafsson, Fredrik

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