JOURNAL ARTICLE

Minimised error criterion in recursive least-squares parameter estimation

A.J. Udink ten Cate

Year: 1983 Journal:   Electronics Letters Vol: 19 (25-26)Pages: 1097-1098   Publisher: Institution of Engineering and Technology

Abstract

In recursive least-squares parameter-estimation schemes, initial values are used to start the recursive procedure. It is demonstrated that these initial values result from another error criterion than the one which is commonly assumed to be minimised.

Keywords:
Recursive least squares filter Least-squares function approximation Estimation theory Mathematics Generalized least squares Estimation Non-linear least squares Control theory (sociology) Applied mathematics Algorithm Computer science Mathematical optimization Statistics Engineering Adaptive filter Control (management) Artificial intelligence

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Topics

Target Tracking and Data Fusion in Sensor Networks
Physical Sciences →  Computer Science →  Artificial Intelligence
Control Systems and Identification
Physical Sciences →  Engineering →  Control and Systems Engineering
Structural Health Monitoring Techniques
Physical Sciences →  Engineering →  Civil and Structural Engineering

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