The program ”Filtering and Identification Tool” designed for MATLAB provides an easy to handle tool for linear system identification of continuous time domain systems. But also discrete time models may be identified. The only property the process model must fulfill is that it has to be linear in the parameters. A graphical user interface guides the research engineer through all steps. As most o...

This work presents a novel least squares matrix algorithm (LSM) for the analysis of rapidly changing systems using state-space modelling. The LSM algorithm is based on the Hankel structured data matrix representation. The state transition matrix is updated without the use of any forgetting function. This yields a robust estimation of model parameters in the presence of noise. The computational ...

Abstract — We show in this paper that many different least-squares problems which have applications in signal processing may be seen as special cases of a more general vector space minimization problem called the Minimum Norm problem. We show that special cases of the Minimum Norm problem include: least squares fitting of a finite set of points to a linear equation and to a quadratic equation; ...

A multiple linear model was developed for individual tree crown width of Cunninghamia lanceolata (Lamb.) Hook in Fujian province, southeast China. Data were obtained from 55 sample plots of pure China-fir plantation stands. An Ordinary Linear Least Squares (OLS) regression was used to establish the crown width model. To adjust for correlations between observations from the same sample plots, we...