EFFICIENT ALGORITHM FOR A CLASS OF LEAST-SQUARES ESTIMATION PROBLEMS

Authors
RAFAJLOWICZ E MYSZKA W
Citation
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
Journal title
IEEE transactions on automatic control → ACNP
ISSN journal
00189286
Volume
39
Issue
6
Year of publication
1994
Pages
1241 - 1243
Database
ISI
SICI code
0018-9286(1994)39:6<1241:EAFACO>2.0.ZU;2-P
Abstract
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.