Title: New generalized least squares estimation algorithm for system identification
Abstract: This paper presents modified formulations of the generalized least squares estimation algorithm for system parameter identification. Two sets of results are derived: First the existing algorithm is reformulated by eliminating the intermediate filtering procedures and introducing the system's input-output correlation matrices. Then it is shown that the new algorithm can be conveniently simplified to a form which does not require repeated matrix inversions.
Publication Year: 1973
Publication Date: 1973-12-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 1
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