SYSTEM-IDENTIFICATION USING PARTITIONED LEAST-SQUARES

Authors
KARNY M WARWICK K
Citation
M. Karny et K. Warwick, SYSTEM-IDENTIFICATION USING PARTITIONED LEAST-SQUARES, IEE proceedings. Control theory and applications, 142(3), 1995, pp. 223-228
Citations number
10
Categorie Soggetti
Instument & Instrumentation","Engineering, Eletrical & Electronic
Journal title
IEE proceedings. Control theory and applications → ACNP
ISSN journal
13502379
Volume
142
Issue
3
Year of publication
1995
Pages
223 - 228
Database
ISI
SICI code
1350-2379(1995)142:3<223:SUPL>2.0.ZU;2-I
Abstract
A novel partitioned least squares (PLS) algorithm is presented, in whi ch estimates from several simple system models are combined by means o f a Bayesian methodology of pooling partial knowledge. The method has the added advantage that, when the simple models are of a similar stru cture, it lends itself directly to parallel processing procedures, the reby speeding up the entire parameter estimation process by several fa ctors.