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Avtomatika i Telemekhanika, 1985, Issue 1, Pages 77–83 (Mi at6866)  
Adaptive Systems

A recursive two-step least squares method

F. M. Abdullaev, È. Kh. Geĭdarov

Sumgait
Full-text PDF (1068 kB)
Abstract: A two-step method of estimating the parameters of a regression equation on a finite sample is discussed. Conditions are obtained under which the simpler-to-compute two-step estimates feature a smaller r.m.s. error that the errors of the method of least squares. These conditions are shown to represent situations where identification's difficult. Important statistical characteristics of two-step estimates are obtained. The results of computer testing of the two-step method are reported.

Received: 28.11.1983
Bibliographic databases:
Document Type: Article
UDC: 519.281.2
Language: Russian
Citation: F. M. Abdullaev, È. Kh. Geǐdarov, “A recursive two-step least squares method”, Avtomat. i Telemekh., 1985, no. 1, 77–83; Autom. Remote Control, 46 (1985), 66–72
Citation in format AMSBIB
\Bibitem{AbdGei85}
\by F.~M.~Abdullaev, \`E.~Kh.~Ge{\v\i}darov
\paper A recursive two-step least squares method
\jour Avtomat. i Telemekh.
\yr 1985
\issue 1
\pages 77--83
\mathnet{http://mi.mathnet.ru/at6866}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=793830}
\zmath{https://zbmath.org/?q=an:0567.93063}
\transl
\jour Autom. Remote Control
\yr 1985
\vol 46
\pages 66--72
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