A generalized pseudoinverse algorithm for unbiased parameter estimation

DOI10.1080/00207727508941889MaRDI QIDQ4079454zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 1975

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207727508941889

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Cites work

• Some Applications of the Pseudoinverse of a Matrix

Cited in

(4)

• A theoretical analysis of recursive identification methods
• Order-recursive methods for instrumental variable estimates and instrumental variable inverses
• A non-parametric approach to the identification of linear multivariable systems
• Recursive estimation of the parameters of linear multivariable systems

This page was built for publication: A generalized pseudoinverse algorithm for unbiased parameter estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4079454)