Flexible least squares for approximately linear systems

DOI10.1109/21.59963MaRDI QIDQ3202935zbMATH OpenOpenAlexFDO

Authors R. E. Kalaba, Leigh Tesfatsion

Publication date 1990

Published in IEEE Transactions on Systems, Man, and Cybernetics (Search for Journal in Brave)

Full work available at URL http://ageconsearch.umn.edu/record/296082

zbMATH Keywords

Fortran program implementations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

Recommendations

• Loosely coupled nonlinear least squares
• Least squares optimal linearization
• An Efficient Approach to the Linear Least Squares Problem
• Flexible \(L\)-estimation in the linear model
• scientific article; zbMATH DE number 3890597
• Bivariate least squares approximation with linear constraints
• Linear Least Squares with Bounds and Linear Constraints
• scientific article; zbMATH DE number 740117

Cited in

(9)

• Optimal filtering for continuous linear dynamic systems based on WLAV approximations
• U.S. money demand instability. A flexible least squares approach
• Augmented flexible least squares algorithm for time‐varying parameter systems
• Work by Robert Kalaba on multicriteria estimation
• A multicriteria approach to model specification and estimation
• Recent developments in the econometrics of structural change
• Specification of varying coefficient time series models via generalized flexible least squares
• Loosely coupled nonlinear least squares
• An omnibus noise filter

This page was built for publication: Flexible least squares for approximately linear systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3202935)