Title :
Multiple model least-squares using a Lagrange multiplier approach
Author :
Bowyer, R.O. ; Clarke, D.W.
Author_Institution :
Dept. of Eng. Sci., Oxford Univ., UK
fDate :
2/5/1998 12:00:00 AM
Abstract :
Multiple model identification typically uses Levinson-type algorithms. However, the recent augmented UD identification (AUDI) algorithm has more accuracy and application potential. A derivation via Lagrange multipliers gives further insight into the AUDI approach
Keywords :
identification; least squares approximations; AUDI; Lagrange multiplier; Levinson-type algorithm; augmented UD identification algorithm; multiple model least-squares;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19980190
