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scientific article; zbMATH DE number 17463
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scientific article; zbMATH DE number 17463 |
Statements
26 June 1992
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normal equations
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recursive least squares method
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positive definiteness
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0.7835366129875183
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0.744006872177124
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0.7331973910331726
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0.7328386306762695
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[For the entire collection see Zbl 0728.00018.] The author extends a well known result in numerical analysis for the normal equations to the recursive least squares method. This clarifies the author's theoretical explanation [Automatica 25, No. 3, 437-444 (1989; Zbl 0684.93094)] about the loss of positiveness definiteness in the conventional schemes. It is shown that to preserve definite symmetry should be preserved and numerical singularity be introduced.
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