×

zbMATH — the first resource for mathematics

Least squares in identification theory. (English) Zbl 0354.93061

MSC:
93E10 Estimation and detection in stochastic control theory
93E25 Computational methods in stochastic control (MSC2010)
PDF BibTeX XML Cite
Full Text: EuDML
References:
[1] T. W. Anderson: An Introduction to Multivariate Statistical Analysis. John Wiley & Sons, Inc., New York, Chapman and Hall, Ltd., 1958. · Zbl 0083.14601
[2] Д. К. Фаддеев В. Н. Фаддеева: Вычислительные методы линейной алгебры. Физматгиз, Москва 1960. · Zbl 1225.94001
[3] M. G. Kendall, A. Stuart: The Advanced Theory of Statistics. Vol. 2. Griffin, London. 1961. · Zbl 0416.62001
[4] A. S. Householder: The Theory of Matrices in Numerical Analysis. Waltham, Mas., Blaisdell. 1964. · Zbl 0161.12101
[5] A. Bjorck: Solving Linear Least Squares Problems by Gram-Schmidt Orthogonalization. BIT 7, 1967, 1-21. · Zbl 0183.17802
[6] D. W. Clarke: Generalized Least Squares Estimation of the Parameters of a Dynamic Model. Preprints, First IFAC Symposium on Identification, Prague, 1967.
[7] P. Eykhoff: Process Parameter and State Estimation. Survey Paper, First IFAC Symposium on Identification, Prague, 1967.
[8] D. Q. Mayne: A Method for Estimating Discrete Time Transfer Functions. Advances in Computer Control, Second UKAC Control Convention, The Univ. of Bristol, 1967.
[9] K. Y. Wong, E. Polak: Identification of Linear Discrete Time System Using the Instrumental Variable Method. IEEE Trans, on Automatic Control, AC-12, 1967, 707-718.
[10] V. Panuska: A Stochastic Approximation Method for Identification of Linear Systems using Adaptive Filtering. In preprints JACC, The Univ. of Michigan, 1968, 1014-1021.
[11] R. Deutsch: Estimation Theory. Prentice-Hall, Inc., Englewood Cliffs, N. J., 1969. · Zbl 0141.34304
[12] R. Hastings-James, M. W. Sage: Recursive Generalized Least Squares Procedure for On-Line Identification of Process Parameters. Proc. of the IEE 116, 12, 1969, 2057-2062.
[13] K. Smuk, V. Peterka: On-line Estimation of Dynamic Model Parameters from Input-Output Data. 4th IFAC Congress, Warsaw, 1969.
[14] V. Peterka, A. Halousková: Tally Estimate of Astrom Model for Stochastic Systems. Second IFAC Symposium on Identification and Process Parameter Estimation, Prague, 1970.
[15] P. C. Young: An Extension to the Instrumental Variable Method for Identification of a Noisy Dynamic Process. Dep. Eng., Univ. Cambridge, England, Techn. Note CN/70/1, 1970.
[16] P. C. Young, R. Hastings-James: Identification and Control of Discrete Dynamic Systems Subject to Disturbances with Rational Spectral Density. Proc. 9th IEEE Symp., Adaptive Processes, 1970.
[17] P. G. Kaminski A. E. Bryson Ir. S. F. Schmidt: Discrete Square Root Filtering. A Survey of Current Techniques. IEEE Trans, on Automatic Control AC-16, 1971, 727-735.
[18] L. Ljung T. Soderstrom, I. Gustavsson: Counterexamples to General Convergence of a Commonly Used Recursive Identification Method. IEEE Trans. on Automatic Control, AC-20, 1975, 643-652. · Zbl 0316.93034
[19] V. Peterka: A Square Root Filter for Real Time Multivariate Regression. Kybernetika 11, 1975, 53-67. · Zbl 0314.62028
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.