scientific article; zbMATH DE number 17463

MaRDI QIDQ3974783zbMATH OpenFDO

Authors Michel Verhaegen

Publication date 26 June 1992

zbMATH Keywords

normal equationspositive definitenessrecursive least squares method

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Recommendations

• On the numerical stability and accuracy of the conventional recursive least squares algorithm.
• Improved least squares identification
• Recursive least squares with stabilized inverse factorization
• Round-off error propagation in four generally-applicable, recursive, least-squares estimation schemes
• scientific article; zbMATH DE number 4178421

Cited in

(1)

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

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