Least Squares Estimation of Discrete Linear Dynamic Systems Using Orthogonal Transformations

DOI10.1137/0714012zbMath0358.93037OpenAlexW2115789071MaRDI 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

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Estimation and detection in stochastic control theory (93E10)

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