Weighted LS and TLS approaches yield asymptotically equivalent results

DOI10.1016/0165-1684(95)00055-IMaRDI QIDQ672297zbMATH OpenOpenAlexWikidataFDO

Authors Petre Stoica, Mats Viberg

Publication date 28 February 1997

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1684(95)00055-i

zbMATH Keywords

first-order analysisleast squareslinear regressionperturbation analysissingular-value regressiontotal least squares

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05)

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(3)

• Subspace-based methods for the identification of linear time-invariant systems
• Analysis of state space system identification methods based on instrumental variables and subspace fitting
• Dimensionality reduction and volume minimization -- generalization of the determinant minimization criterion for reduced rank regression problems

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