Generalized inverses in recursive least squares estimation with multiple additional observations

DOI10.1080/00949658908811186MaRDI QIDQ3350542zbMATH OpenOpenAlexFDO

Authors Annibal Parracho Sant'Anna

Publication date 1989

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658908811186

zbMATH Keywords

generalized inversesgeneralized least squaresrecursive least squaressingular matrices of observations

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• GENERALIZED INVERSES USED IN RECURSIVE ESTIMATION OF THE GENERAL LINEAR MODEL1
• RECURSIVE ESTIMATION OF THE GENERAL LINEAR MODEL WITH DEPENDENT ERRORS AND MULTIPLE ADDITIONAL OBSERVATIONS1

Cited in

(5)

• Updating linear models with dependent errors to include additional data and/or parameters
• scientific article; zbMATH DE number 4178421 (Why is no real title available?)
• GENERALIZED INVERSES USED IN RECURSIVE ESTIMATION OF THE GENERAL LINEAR MODEL1
• RECURSIVE ESTIMATION OF THE GENERAL LINEAR MODEL WITH DEPENDENT ERRORS AND MULTIPLE ADDITIONAL OBSERVATIONS1
• scientific article; zbMATH DE number 2206837 (Why is no real title available?)

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