Efficient algorithm for a class of least squares estimation problems

by Ewaryst Rafajłowicz, Wojciech Myszka
Abstract:
A computationally efficient algorithm for solving least squares estimation problems is proposed. It is well suited for problems with the normal equation matrix factorizable in terms of Kronecker’s products. Three classes of identification problems factorizable in this sense are pointed out. Computational complexity of the algorithm and its robustness against round off errors is also discussed.
Reference:
Efficient algorithm for a class of least squares estimation problems (Ewaryst Rafajłowicz, Wojciech Myszka), In IEEE Transactions on Automatic Control, volume 39, 1994.
Bibtex Entry:
@Article{Rafajlowicz1994,
  author    = {Rafajłowicz, Ewaryst and Myszka, Wojciech},
  title     = {Efficient algorithm for a class of least squares estimation problems},
  journal   = {IEEE Transactions on Automatic Control},
  year      = {1994},
  volume    = {39},
  number    = {6},
  pages     = {1241-1243},
  abstract  = {A computationally efficient algorithm for solving least squares estimation problems is proposed. It is well suited for problems with the normal equation matrix factorizable in terms of Kronecker's products. Three classes of identification problems factorizable in this sense are pointed out. Computational complexity of the algorithm and its robustness against round off errors is also discussed.},
  gsid      = {8647266969889864768},
  important = {54cc2b2c},
  keywords  = {metoda najmniejszych kwadratów, iloczyn Kroneckera, efektywność obliczeń},
}