Title :
An iterative overlapping decomposition approach to parameter estimation
Author :
Sultan, M.A. ; Calvet, J.L. ; Hassan, M.F.
Author_Institution :
L.A.A.S. du C.N.R.S., Toulouse, France
Abstract :
In this paper, splitting methods are considered for least squares parameter estimation of multivariable systems. The concept of overlapping block-decomposition is used. The developed iterative method is compared to the ordinary splitting decomposition algorithms and it is shown that considerable improvement in convergence can be gained.
Keywords :
Convergence; Gaussian processes; Iterative algorithms; Iterative methods; Jacobian matrices; Least squares approximation; Least squares methods; MIMO; Matrix decomposition; Parameter estimation;
Conference_Titel :
Decision and Control, 1986 25th IEEE Conference on
Conference_Location :
Athens, Greece
DOI :
10.1109/CDC.1986.267537
