Orthogonal Least Squares Parameter Estimation Algorithms for Nonlinear Stochastic Systems
Billings, S.A. and Jones, G.N.
(1990)
Orthogonal Least Squares Parameter Estimation Algorithms for Nonlinear Stochastic Systems.
Research Report.
Acse Report 404
.
Dept of Automatic Control and System Engineering. University of Sheffield
Abstract
The derivations of orthogonal least squares algorithms based on the principle of Hsia's method and generalised least squares are presented. Extensions to the case of nonlinear stochastic systems are discussed and the performance of the algorithms is illustrated with the identification of both simulated systems and linear models of an electric arc furnace and a gas furnace.
Metadata
Item Type:
Monograph
Authors/Creators:
Billings, S.A.
Jones, G.N.
Copyright, Publisher and Additional Information:
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