Keyword : least squares estimation

Optimal Regularization for System Identification from Noisy Input and Output Signals
Jingmin XIN Hiromitsu OHMORI Akira SANO 
Publication:   IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Publication Date: 1995/12/25
Vol. E78-A  No. 12 ; pp. 1805-1815
Type of Manuscript:  PAPER
Category: Digital Signal Processing
regularizationsystem identificationleast squares estimationcorrected least squares estimationeigenvalue decomposition
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