Title :
Recursive estimator of the solutions of linear equation sequence
Author :
Unton, Fryderyk Z.
Author_Institution :
Polish Academy of Sciences, Warsaw, Poland
fDate :
2/1/1984 12:00:00 AM
Abstract :
Estimation of the solutions to a sequence of linear equations plays an important role in recursive identification and adaptive control. It has been solved for the least squares and the instrumental variable methods. In this paper, a method for a general case is obtained. It is based on the algorithm given in [18].
Keywords :
Discrete-time systems; Extrapolation; Matrices; Recursive estimation; Arithmetic; Filtering; Instruments; Integral equations; Least squares methods; Nonlinear filters; Recursive estimation; Signal detection; Smoothing methods; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1984.1103474
