• DocumentCode
    820423
  • Title

    On least squares algorithms for system parameter identification

  • Author

    Hsia, T.C.

  • Author_Institution
    University of California, Davis, CA, USA
  • Volume
    21
  • Issue
    1
  • fYear
    1976
  • fDate
    2/1/1976 12:00:00 AM
  • Firstpage
    104
  • Lastpage
    108
  • Abstract
    A new least squares solution for obtaining asymptotically unbiased and consistent estimates of unknown parameters in noisy linear systems is presented. The proposed algorithms are in many ways more advantageous than generalized least squares algorithm. Extensions to on-line and multivariable problems can be easily implemented. Examples are given to illustrate the performance of these new algorithms.
  • Keywords
    Least-squares estimation; Linear systems, stochastic discrete-time; Parameter identification; Additive noise; Automatic control; Equations; Filtering; Least squares approximation; Least squares methods; Linear systems; Parameter estimation; System identification; Yield estimation;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1976.1101132
  • Filename
    1101132
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=820423