Least squares in identification theory
Kybernetika, Tome 13 (1977) no. 2, pp. 83-105 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Classification : 93B30, 93E10, 93E25
@article{KYB_1977_13_2_a0,
     author = {Strejc, Vladim{\'\i}r},
     title = {Least squares in identification theory},
     journal = {Kybernetika},
     pages = {83--105},
     year = {1977},
     volume = {13},
     number = {2},
     mrnumber = {0504266},
     zbl = {0354.93061},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1977_13_2_a0/}
}
TY  - JOUR
AU  - Strejc, Vladimír
TI  - Least squares in identification theory
JO  - Kybernetika
PY  - 1977
SP  - 83
EP  - 105
VL  - 13
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/KYB_1977_13_2_a0/
LA  - en
ID  - KYB_1977_13_2_a0
ER  - 
%0 Journal Article
%A Strejc, Vladimír
%T Least squares in identification theory
%J Kybernetika
%D 1977
%P 83-105
%V 13
%N 2
%U http://geodesic.mathdoc.fr/item/KYB_1977_13_2_a0/
%G en
%F KYB_1977_13_2_a0
Strejc, Vladimír. Least squares in identification theory. Kybernetika, Tome 13 (1977) no. 2, pp. 83-105. http://geodesic.mathdoc.fr/item/KYB_1977_13_2_a0/

[1] T. W. Anderson: An Introduction to Multivariate Statistical Analysis. John Wiley & Sons, Inc., New York, Chapman and Hall, Ltd., 1958. | MR | Zbl

[2] Д. K. Фаддеев B. H. Фаддеева: Вычислительные методы линейной алгебры. Физматгиз, Mocквa 1960. | Zbl

[3] M. G. Kendall, A. Stuart: The Advanced Theory of Statistics. Vol. 2. Griffin, London. 1961.

[4] A. S. Householder: The Theory of Matrices in Numerical Analysis. Waltham, Mas., Blaisdell. 1964. | MR | Zbl

[5] A. Bjorck: Solving Linear Least Squares Problems by Gram-Schmidt Orthogonalization. BIT 7, 1967, 1-21. | MR

[6] D. W. Clarke: Generalized Least Squares Estimation of the Parameters of a Dynamic Model. Preprints, First IFAC Symposium on Identification, Prague, 1967.

[7] P. Eykhoff: Process Parameter and State Estimation. Survey Paper, First IFAC Symposium on Identification, Prague, 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.

[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.

[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.

[11] R. Deutsch: Estimation Theory. Prentice-Hall, Inc., Englewood Cliffs, N. J., 1969. | MR

[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.

[13] K. Smuk, V. Peterka: On-line Estimation of Dynamic Model Parameters from Input-Output Data. 4th IFAC Congress, Warsaw, 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.

[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.

[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.

[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.

[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. | MR

[19] V. Peterka: A Square Root Filter for Real Time Multivariate Regression. Kybernetika 11, 1975, 53-67. | MR | Zbl