Least Squares Estimation of Discrete Linear Dynamic Systems Using Orthogonal Transformations

DOI10.1137/0714012MaRDI QIDQ4132357zbMATH OpenOpenAlexFDO

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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