Title :
Generalised least-squares estimation without iteration
Author :
Norton, J.P. ; Roberts, A.P.
Author_Institution :
Department of Trade and Industry, Warren Spring Laboratory Control Engineering Division, Stevenage, UK
Abstract :
Unbiased estimates of the coefficients of a linear process and noise model are found by a noniterative least-squares method. The estimation is split into three stages, in which the residuals, noise model and process model are found separately. Results are compared with those from the usual iterative method.
Keywords :
estimation theory; least squares approximations; linear systems; modelling; control systems; iterative methods; linear systems; noise model; noniterative generalized least squares estimation;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19710082
