Least squares parameter estimation and multi-innovation least squares methods for linear fitting problems from noisy data

• Published in: Journal of computational and applied mathematics Vol. 426; p. 115107
• Main Author: Ding, Feng
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.07.2023
• Subjects: Least squares; Least squares review; Least squares survey; Multi-innovation identification; Parameter estimation; System identification; Least squares review; Parameter estimation; System identification; Multi-innovation identification; Least squares survey; Least squares

Least squares is an important method for solving linear fitting problems and quadratic optimization problems. This paper explores the properties of the least squares methods and the multi-innovation least squares methods. It demonstrates lemmas and theorems about the least squares and multi-innovati...