An order recursive generalized least squares algorithm for system identification

DOI10.1109/TAC.1985.1103885zbMATH Open0574.93062MaRDI QIDQ3693409FDOQ3693409

Authors: Xianda Zhang, H. Takeda 

Publication date: 1985

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

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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)

Cited In (5)

• Newton-Raphson algorithm for the recursive generalized least-squares identification
• Title not available (Why is that?)
• Recursive identification of overparametrized systems
• Order-recursive methods for instrumental variable estimates and instrumental variable inverses
• An alternative proof for the recursive formulae for computing the Moore--Penrose \(M\)-inverse of a matrix

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