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The convergence of the two-block SAOR method for least-squares problems

✍ Scribed by J.Y. Yuan

Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
679 KB
Volume
11
Category
Article
ISSN
0168-9274

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For approximation problems involving residuals that are linear functions of the parameters, it is shown that the collocation approximation approaches the least-squares approximation

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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.