A direct projection method in the problem of complete least squares

MaRDI QIDQ1883762zbMATH OpenFDO

Authors A. I. Zhdanov, P. A. Shamarov

Publication date 13 October 2004

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

algorithmsparameter identificationstochastic dynamical systemdirect projection methodcomplete least-squares method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

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(4)

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• Implicit iterative algorithm for solving regularized total least squares problems
• Identification of linear dynamic systems of fractional order with errors in variables based on an augmented system of equations

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