An order recursive generalized least squares algorithm for system identification

DOI10.1109/TAC.1985.1103885MaRDI QIDQ3693409zbMATH OpenFDO

Authors Xianda Zhang, H. Takeda

Publication date 1985

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

zbMATH Keywords

generalized least squaresorder recursive algorithm

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Theory of matrix inversion and generalized inverses (15A09) Identification in stochastic control theory (93E12)

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• Recursive identification of overparametrized systems
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• An alternative proof for the recursive formulae for computing the Moore--Penrose M-inverse of a matrix

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