Least squares in identification theory

Vladimír Strejc

Kybernetika (1977)

  • Volume: 13, Issue: 2, page (83)-105
  • ISSN: 0023-5954

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Strejc, Vladimír. "Least squares in identification theory." Kybernetika 13.2 (1977): (83)-105. <http://eudml.org/doc/27439>.

@article{Strejc1977,
author = {Strejc, Vladimír},
journal = {Kybernetika},
language = {eng},
number = {2},
pages = {(83)-105},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Least squares in identification theory},
url = {http://eudml.org/doc/27439},
volume = {13},
year = {1977},
}

TY - JOUR
AU - Strejc, Vladimír
TI - Least squares in identification theory
JO - Kybernetika
PY - 1977
PB - Institute of Information Theory and Automation AS CR
VL - 13
IS - 2
SP - (83)
EP - 105
LA - eng
UR - http://eudml.org/doc/27439
ER -

References

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  1. T. W. Anderson, An Introduction to Multivariate Statistical Analysis, John Wiley & Sons, Inc., New York, Chapman and Hall, Ltd., 1958. (1958) Zbl0083.14601MR0091588
  2. Д. K. Фаддеев B. H. Фаддеева, Вычислительные методы линейной алгебры, Физматгиз, Mocквa 1960. (1960) Zbl1225.94001
  3. M. G. Kendall, A. Stuart, The Advanced Theory of Statistics. Vol. 2, Griffin, London. 1961. (1961) 
  4. A. S. Householder, The Theory of Matrices in Numerical Analysis, Waltham, Mas., Blaisdell. 1964. (1964) Zbl0161.12101MR0175290
  5. A. Bjorck, Solving Linear Least Squares Problems by Gram-Schmidt Orthogonalization, BIT 7, 1967, 1-21. (1967) MR0214275
  6. D. W. Clarke, Generalized Least Squares Estimation of the Parameters of a Dynamic Model, Preprints, First IFAC Symposium on Identification, Prague, 1967. (1967) 
  7. P. Eykhoff, Process Parameter and State Estimation, Survey Paper, First IFAC Symposium on Identification, Prague, 1967. (1967) 
  8. D. Q. Mayne, A Method for Estimating Discrete Time Transfer Functions, In: Advances in Computer Control, Second UKAC Control Convention, The Univ. of Bristol, 1967. (1967) 
  9. K. Y. Wong, E. Polak, Identification of Linear Discrete Time System Using the Instrumental Variable Method, IEEE Trans, on Automatic Control, AC-12, 1967, 707-718. (1967) 
  10. V. Panuska, A Stochastic Approximation Method for Identification of Linear Systems using Adaptive Filtering, In preprints JACC, The Univ. of Michigan, 1968, 1014-1021. (1968) 
  11. R. Deutsch, Estimation Theory, Prentice-Hall, Inc., Englewood Cliffs, N. J., 1969. (1969) MR0192572
  12. R. Hastings-James, M. W. Sage, Recursive Generalized Least Squares Procedure for On-Line Identification of Process Parameters, Proc. of the IEE 116, 12, 1969, 2057-2062. (1969) 
  13. K. Smuk, V. Peterka, On-line Estimation of Dynamic Model Parameters from Input-Output Data, 4th IFAC Congress, Warsaw, 1969. (1969) 
  14. V. Peterka, A. Halousková, Tally Estimate of Astrom Model for Stochastic Systems, Second IFAC Symposium on Identification and Process Parameter Estimation, Prague, 1970. (1970) 
  15. P. C. Young, An Extension to the Instrumental Variable Method for Identification of a Noisy Dynamic Process, Dep. Eng., Univ. Cambridge, England, Techn. Note CN/70/1, 1970. (1970) 
  16. P. C. Young, R. Hastings-James, Identification and Control of Discrete Dynamic Systems Subject to Disturbances with Rational Spectral Density, Proc. 9th IEEE Symp., Adaptive Processes, 1970. (1970) 
  17. P. G. Kaminski A. E. Bryson Ir. S. F. Schmidt, Discrete Square Root Filtering. A Survey of Current Techniques, IEEE Trans, on Automatic Control AC-16, 1971, 727-735. (1971) 
  18. L. Ljung T. Soderstrom, I. Gustavsson, Counterexamples to General Convergence of a Commonly Used Recursive Identification Method, IEEE Trans. on Automatic Control, AC-20, 1975, 643-652. (1975) MR0401297
  19. V. Peterka, A Square Root Filter for Real Time Multivariate Regression, Kybernetika 11, 1975, 53-67. (1975) Zbl0314.62028MR0403769

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