Newton-Raphson algorithm for the recursive generalized least-squares identification

DOI10.1109/TAC.1986.1104365MaRDI QIDQ3753869zbMATH OpenFDO

Authors Fryderyk Z. Unton, Roman Weinfeld

Publication date 1986

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1986.1104365

zbMATH Keywords

Newton-Raphson algorithmexactly computed Hessian and gradientrecursive generalized least-squares identification

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) System identification (93B30)

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Cited in

(3)

• Computational Science – ICCS 2005
• Towards more precise recursive prediction error algorithms
• An order recursive generalized least squares algorithm for system identification

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