Fast GLS algorithm for parameter estimation

Author:

Ahmed M.S.

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Control and Systems Engineering

Reference15 articles.

1. System identification—a survey;Åström;Automatica,1971

2. Identification of linear systems using correlation data;Castaños;Electronics Lett.,1972

3. Generalized-least-squares estimation of the parameters of a dynamic model;Clarke,1967

4. On the decoupling of system and noise model parameter estimation in time series analysis;Jakeman;Int. J. Control,1981

5. Recursive generalized-least-squares procedures for on-line identification of process parameters;Hastings-James,1969

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