Parameter estimation in linear static systems based on weighted least-absolute value estimation

Parameter estimation in linear static systems based on weighted least-absolute value estimation

A new method for estimating a parameter vector of which measurements are carried out; however, these measurements are subjected to noise. First, the authors briefly consider least-square estimation of such vector to obtain some well-known results. Then, formulate the problem in the least-absolute va...

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Veröffentlicht in:Journal of optimization theory and applications 1989-05, Vol.61 (2), p.281-294
Hauptverfasser: SOLIMAN, S. A, CHRISTENSEN, G. S
Format: Artikel
Sprache:eng
Schlagworte:
Applied sciences
Computer science
control theory
systems
Control theory. Systems
Exact sciences and technology
Modelling and identification
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Beschreibung
Zusammenfassung:A new method for estimating a parameter vector of which measurements are carried out; however, these measurements are subjected to noise. First, the authors briefly consider least-square estimation of such vector to obtain some well-known results. Then, formulate the problem in the least-absolute value (LAV) sense and show a set of overdetermined equations for the components of the unknown vector.
ISSN:0022-3239
1573-2878
DOI:10.1007/BF00962801