System identification using partitioned least squares
Karny, M. and Warwick, K. (1995) System identification using partitioned least squares. IEE Proceedings-Control Theory and Applications, 142 (3). pp. 223-228. ISSN 1350-2379
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To link to this article DOI: 10.1049/ip-cta:19951877
A novel partitioned least squares (PLS) algorithm is presented, in which estimates from several simple system models are combined by means of a Bayesian methodology of pooling partial knowledge. The method has the added advantage that, when the simple models are of a similar structure, it lends itself directly to parallel processing procedures, thereby speeding up the entire parameter estimation process by several factors.
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