Model Structure and Numerical Properties of Normal Equations

@inproceedings{Ninness1998ModelSA,
  title={Model Structure and Numerical Properties of Normal Equations},
  author={Brett Ninness and H{\aa}kan Hjalmarsson},
  year={1998}
}
Therehasbeenrecentinterestin usingortho-normalisedforms of fixed denominatormodel structuresfor systemidentification.A key motivatingfactorin theemploymentof theseformsis thatof improvednumericalproperties.Namely, for white input,perfectconditioningof theleastsquaresnormalequationsis achievedby design. However, for the moreusualcaseof coloured input spectrum,it is not clearwhatthenumericalconditioningpropertiesshouldbein relationto simplerandperhapsmorenaturalmodelstructures… CONTINUE READING
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