Efficient Algorithm for a Class of Least Squares Estimation Problem. Rafajłowicz, E. & Myszka, W. IEEE Transactions on Automatic Control, 39(6):1241--1243, June, 1994. abstract bibtex 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.
@article{ Rafajlowicz94,
author = {Ewaryst Rafajłowicz and Wojciech Myszka},
title = {Efficient Algorithm for a Class of Least Squares Estimation Problem},
journal = {IEEE Transactions on Automatic Control},
year = {1994},
volume = {39},
pages = {1241--1243},
number = {6},
month = {June},
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.},
keywords = {experiment design}
}
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