Least Squares Estimation of Discrete Linear Dynamic Systems Using Orthogonal Transformations
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Publication:4132357
DOI10.1137/0714012zbMath0358.93037MaRDI QIDQ4132357
Christopher C. Paige, Michael A. Saunders
Publication date: 1977
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0714012
62J05: Linear regression; mixed models
65F20: Numerical solutions to overdetermined systems, pseudoinverses
93E10: Estimation and detection in stochastic control theory
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