Least Squares Estimation of Discrete Linear Dynamic Systems Using Orthogonal Transformations

DOI10.1137/0714012zbMATH Open0358.93037OpenAlexW2115789071MaRDI QIDQ4132357FDOQ4132357

Authors: 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)

Cited In (9)

• Sensitivity analyses for factorizations of sparse or structured matrices
• Bibliography on the evaluation of numerical software
• Generalized Kalman smoothing: modeling and algorithms
• Systolic approach to square root information Kalman filtering
• On the orthogonal factorization and its updating in band-structured matrix computations
• Parallel computation of the modified extended kalman filter
• Square-root Kalman filtering of descriptor systems
• Computer Solution and Perturbation Analysis of Generalized Linear Least Squares Problems
• Structured condition numbers for some matrix factorizations of structured matrices

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