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scientific article; zbMATH DE number 17463

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Publication:3974783
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zbMATH Open0735.65022MaRDI QIDQ3974783FDOQ3974783


Authors: Michel Verhaegen Edit this on Wikidata


Publication date: 26 June 1992



Title of this publication is not available (Why is that?)



Recommendations

  • On the numerical stability and accuracy of the conventional recursive least squares algorithm.
  • Improved least squares identification
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  • Round-off error propagation in four generally-applicable, recursive, least-squares estimation schemes
  • Publication:3201357


zbMATH Keywords

normal equationspositive definitenessrecursive least squares method


Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)



Cited In (1)

  • Round-off error propagation in four generally-applicable, recursive, least-squares estimation schemes





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