E. Rafajlowicz et W. Myszka, EFFICIENT ALGORITHM FOR A CLASS OF LEAST-SQUARES ESTIMATION PROBLEMS, IEEE transactions on automatic control, 39(6), 1994, pp. 1241-1243
Citations number
10
Categorie Soggetti
Controlo Theory & Cybernetics","Robotics & Automatic Control","Engineering, Eletrical & Electronic
A computationally efficient algorithm for solving least squares estima
tion problems is proposed. It is well suited for problems with the nor
mal equation matrix factorizable in terms of Kronecker's products. Thr
ee classes of identification problems factorizable in this sense are p
ointed out. Computational complexity of the algorithm and its robustne
ss against round off errors is also discussed.