Least squares parameter estimation |
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| Authors: | V. Strejc |
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| Affiliation: | 2. Czechoslovak Academy of Sciences, Institute of Information Theory and Automation, Prague 8, Pod vodárenskou vě?í 4, Czechoslovakia |
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| Abstract: | This article demonstrates the application of least squares for the estimation of system parameters. Analytic as well as numerical approaches are described. The model of the system dynamics is assumed in the form of regression model. Solutions are discussed for the case of white noise and correlated noise corrupting the useful output signal of the system. |
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| Keywords: | Identification linear systems parameter estimation optimal filtering computational methods tutorial |
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