Parameter estimation of quantized DARMA systems using weighted least squares

Power System State Estimation Using Weighted Least Squares (WLS) and Regularized Weighted Least Squares(RWLS) Method

In this paper, a new formulation for power system state estimation is proposed. The formulation is based on regularized least squares method which uses the principle of Thikonov’s regularization to overcome the limitations of conventional state estimation methods. In this approach, the mathematical unfeasibility which results from the lack of measurements in case of ill-posed problems is elimin...

Empirical Distributions in Least Squares Estimation for Distributed Parameter Systems

We consider the estimation of error distributions in least squares identiication of distributed parameter systems. Asymptotic properties of approximate error sequences are developed. In particular, we examine consistency and asymptotic normality of empirical estimates of the error distribution. The consistency obtained is analogous to the Glivenko-Cantelli theorem. For asymptotic normality, we ...

Least-squares parameter estimation for systems with irregularly missing data

This paper considers the problems of parameter identification and output estimation with possibly irregularly missing output data, using output error models. By means of an auxiliary model (or reference model) approach, we present a recursive least-squares algorithm to estimate the parameters of missing data systems, and establish convergence properties for the parameter and missing output esti...

Weighted Least Squares Estimation with Missing Data

Decomposition Methods for Least Squares Parameter Estimation

In this paper least squares method with matrix decomposition is revisited and a multiple model formulation is proposed The proposed formulation takes advantage of the well established decomposition methods but possesses a multiple model structure which leads to simpler and more exible implementations and produces more infor mation than the original least squares methods Several application exam...