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On the convergence of gauss' alternating procedure in the method of the least squares

✍ Scribed by A. M. Ostrowski


Book ID
112745457
Publisher
Springer
Year
1959
Tongue
English
Weight
380 KB
Volume
48
Category
Article
ISSN
0373-3114

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Convergence properties of the generalise
✍ Torsten SΓΆderstrΓΆm πŸ“‚ Article πŸ“… 1974 πŸ› Elsevier Science 🌐 English βš– 816 KB

Generalized least squares identification may be interpreted as a loss .function minimization, but more than one local minimum may exist, depending on the signal to noise ratio, and undesired estimates can result. Summary--Convergence properties of the generalized least squares method are analyzed.