Title :
Decomposition methods for solving least-squares parameter estimation
Author :
Niu, Steve S. ; Ljung, Lennart ; Björck, Åke
Author_Institution :
Treiber Controls Inc., Toronto, Ont., Canada
fDate :
11/1/1996 12:00:00 AM
Abstract :
A multiple model least-squares method based on matrix decomposition is proposed. Compared with the conventional implementation of the least-squares method, the proposed method is simpler and more flexible in implementation and produces more information. An application example in parameter estimation is included. As a basic numerical tool, the proposed method can be used in many different application areas
Keywords :
least squares approximations; matrix decomposition; parameter estimation; decomposition methods; least-squares parameter estimation; matrix decomposition; multiple model least-squares method; numerical tool; Equations; Gaussian processes; Least squares methods; Mathematics; Matrix decomposition; Parameter estimation; Performance loss; Singular value decomposition;
Journal_Title :
Signal Processing, IEEE Transactions on
