[PDF.83kn] Dynamic data processing: Recursive least-squares

Dynamic data processing: Recursive least-squares

[PDF.dd90] Dynamic data processing: Recursive least-squares

Dynamic data processing: Recursive  P. J. G. Teunissen epub
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 | #3670078 in Books |  2009-06-08 | Original language:English |  9.44 x.63 x6.69l, | File type: PDF | 250 pages

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This book is a follow-up on Adjustment theory. It extends the theory to the case of time-varying parameters with an emphasis on their recursive determination. Least-squares estimation will be the leading principle used. A least-squares solution is said to be recursive when the method of computation enables sequential, rather than batch, processing of the measurement data. The recursive equations enable the updating of parameter estimates for new observations without the ...

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