| Title:
|
Least squares in identification theory (English) |
| Author:
|
Strejc, Vladimír |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
13 |
| Issue:
|
2 |
| Year:
|
1977 |
| Pages:
|
(83)-105 |
| . |
| Category:
|
math |
| . |
| MSC:
|
93B30 |
| MSC:
|
93E10 |
| MSC:
|
93E25 |
| idZBL:
|
Zbl 0354.93061 |
| idMR:
|
MR0504266 |
| . |
| Date available:
|
2009-09-24T16:55:26Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124284 |
| . |
| Reference:
|
[1] T. W. Anderson: An Introduction to Multivariate Statistical Analysis.John Wiley & Sons, Inc., New York, Chapman and Hall, Ltd., 1958. Zbl 0083.14601, MR 0091588 |
| Reference:
|
[2] Д. K. Фаддеев B. H. Фаддеева: Вычислительные методы линейной алгебры.Физматгиз, Mocквa 1960. Zbl 1225.94001 |
| Reference:
|
[3] M. G. Kendall, A. Stuart: The Advanced Theory of Statistics. Vol. 2.Griffin, London. 1961. |
| Reference:
|
[4] A. S. Householder: The Theory of Matrices in Numerical Analysis.Waltham, Mas., Blaisdell. 1964. Zbl 0161.12101, MR 0175290 |
| Reference:
|
[5] A. Bjorck: Solving Linear Least Squares Problems by Gram-Schmidt Orthogonalization.BIT 7, 1967, 1-21. MR 0214275 |
| Reference:
|
[6] D. W. Clarke: Generalized Least Squares Estimation of the Parameters of a Dynamic Model.Preprints, First IFAC Symposium on Identification, Prague, 1967. |
| Reference:
|
[7] P. Eykhoff: Process Parameter and State Estimation.Survey Paper, First IFAC Symposium on Identification, Prague, 1967. |
| Reference:
|
[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. |
| Reference:
|
[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. |
| Reference:
|
[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. |
| Reference:
|
[11] R. Deutsch: Estimation Theory.Prentice-Hall, Inc., Englewood Cliffs, N. J., 1969. MR 0192572 |
| Reference:
|
[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. |
| Reference:
|
[13] K. Smuk, V. Peterka: On-line Estimation of Dynamic Model Parameters from Input-Output Data.4th IFAC Congress, Warsaw, 1969. |
| Reference:
|
[14] V. Peterka, A. Halousková: Tally Estimate of Astrom Model for Stochastic Systems.Second IFAC Symposium on Identification and Process Parameter Estimation, Prague, 1970. |
| Reference:
|
[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. |
| Reference:
|
[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. |
| Reference:
|
[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. |
| Reference:
|
[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 0401297 |
| Reference:
|
[19] V. Peterka: A Square Root Filter for Real Time Multivariate Regression.Kybernetika 11, 1975, 53-67. Zbl 0314.62028, MR 0403769 |
| . |
