𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Comments on "On a least-squares-based algorithm for identification of stochastic linear systems"

✍ Scribed by Soderstrom, T.; Wei Xing Zheng; Stoica, P.

Book ID
119791248
Publisher
IEEE
Year
1999
Tongue
English
Weight
74 KB
Volume
47
Category
Article
ISSN
1053-587X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

On Linear Least-Squares Estimators for C
On Linear Least-Squares Estimators for Continous-Time Stochastic Systems
✍ John O'Reilly πŸ“‚ Article πŸ“… 1979 πŸ› Elsevier Science 🌐 English βš– 657 KB

problem of least-squares state estimation of stochastic continuous-time linear systems is reconsidered. A concise derivation of the least-squares minimal-order estimator is presented using an innouations approach. An important result is the reinstatement of the problem in a least-squares estimation

On least-squares identification of stoch
On least-squares identification of stochastic linear systems with noisy input–output data
✍ Wei Xing Zheng πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 119 KB πŸ‘ 2 views

In a recent paper, two least-squares (LS) based methods, which do not involve prefiltering of noisy measurements or parameter extraction, are established for unbiased identification of linear noisy input-output systems. This paper introduces more computationally efficient estimation schemes for the

Identification of linear time-varying sy
Identification of linear time-varying systems using a modified least-squares algorithm
✍ Rogelio Lozano; Dimitrios Dimogianopoulos; Robert Mahony πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 169 KB

In this paper a modi"ed version of the standard least-squares algorithm is presented. The aim is to use the proposed modi"ed LS algorithm in linear time-varying systems. The proposed modi"cation involves the addition of extra terms to both the parameter estimates' and the covariance's update laws. W