On Tue, 2003-09-23 at 07:02, Paul Meagher wrote:
> My google search for Plackett's Algorithm didn't return too much except that
> Plackett's algorithm appears to be useful in Control Theory - it is
> elaborated as "Plackett's algorithm for on-line recursive least squares
> estimation". Sounds something like what I want.
Recursive least squares is touched upon in Ogata, pp 861-863.
@Book{Ogata1987,
author = {Katsuhiko Ogata},
title = {Discrete-Time Control Systems},
publisher = {Prentice-Hall},
year = 1987,
address = {Englewood Cliffs, New Jersey}
}
These algorithms are built for speed, not robustness. They are written
for online real-time systems that might have to solve many of these
identification problems in under a second. As such, you won't get the
nice features of things like a trimmed least squares (though weighting
is covered in Ogata).
Cheers
Jason
--
Indigo Industrial Controls Ltd.
http://www.indigoindustrial.co.nz
+64-(0)21-343-545
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