MULTIPLE MODEL LEAST-SQUARES USING A LAGRANGE MULTIPLIER APPROACH

Authors
BOWYER RO CLARKE DW
Citation
Ro. Bowyer et Dw. Clarke, MULTIPLE MODEL LEAST-SQUARES USING A LAGRANGE MULTIPLIER APPROACH, Electronics Letters, 34(3), 1998, pp. 311-312
Citations number
4
Categorie Soggetti
Engineering, Eletrical & Electronic
Journal title
Electronics Letters → ACNP
ISSN journal
00135194
Volume
34
Issue
3
Year of publication
1998
Pages
311 - 312
Database
ISI
SICI code
0013-5194(1998)34:3<311:MMLUAL>2.0.ZU;2-M
Abstract
Multiple model identification typically uses Levinson-type algorithms. However, the recent augmented UD identification (AUDI) algorithm has more accuracy and application potential. A derivation via Lagrange mul tipliers gives further insight into the AUDI approach.