Original title: Derivation And Practical Comparison Of Recursive Ls And Tls System Identification Methods
Authors: Friml, Dominik
Document type: Papers
Language: eng
Publisher: Vysoké učení technické v Brně, Fakulta elektrotechniky a komunikačních technologií
Abstract: The least squares (LS) type of methods are the most widely used methods in system identificationdespite their obvious imperfection. Such methods use a regressor, that is supposed not tocontain any error, notwithstanding that it is constructed from measured data. This can be solved byusing the total least squares (TLS) type of methods. Derivation of both batch and recursive methodsof LS and TLS for identification and their practical comparison is presented in this paper
Keywords: akaike informationcriteria; bayes information criteria; error in variables; identification; inverse iteration; Rayleigh quotient; recursive least squares; recursive total least squares
Host item entry: Proceedings I of the 27st Conference STUDENT EEICT 2021: General papers, ISBN 978-80-214-5942-7

Institution: Brno University of Technology (web)
Document availability information: Fulltext is available in the Brno University of Technology Digital Library.
Original record: http://hdl.handle.net/11012/200790

Permalink: http://www.nusl.cz/ntk/nusl-447835


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