Least squares parameter estimation and multi-innovation least squares methods for linear fitting problems from noisy data

DOI10.1016/j.cam.2023.115107zbMath1518.93160OpenAlexW4319880936MaRDI QIDQ6099491

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Publication date: 20 June 2023

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2023.115107

zbMATH Keywords

system identificationparameter estimationleast squaresmulti-innovation identificationleast squares reviewleast squares survey

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Related Items (18)

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