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

DOI10.1109/TAC.1986.1104365zbMATH Open0612.93019MaRDI QIDQ3753869FDOQ3753869

Authors: Fryderyk Z. Unton, Roman Weinfeld 

Publication date: 1986

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

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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)

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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