Model structure and numerical properties of normal equations

DOI10.1109/81.917980MaRDI QIDQ4540138zbMATH OpenOpenAlexFDO

Authors Brett Ninness, Håkan Hjalmarsson

Publication date 21 July 2002

Published in IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/4f6897e2cf6aed735318726a4af8239f0b87fc22

zbMATH Keywords

coloured inputsfixed denominator model structureslinear system identificationnumerical conditioningorthonormal structures

Mathematics Subject Classification ID

Orthogonalization in numerical linear algebra (65F25) Numerical computation of matrix norms, conditioning, scaling (65F35) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

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Cited in

(2)

• Data-dependent orthogonal polynomials on generalized circles: a unified approach applied to \(\delta \)-domain identification
• Optimally conditioned instrumental variable approach for frequency-domain system identification

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