Convergence properties of the generalise
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Torsten SΓΆderstrΓΆm
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Article
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1974
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Elsevier Science
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English
β 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.