%0 Journal Article
%T A Recursive Householder Transformation Formula and its Applications<br>矩阵上三角化的递推Householder变换公式及其应用
%A Liu Zhengshe
%A Wen Chuanyuan
%A Chang Mnglian
%A <br>刘整社
%A 文传源
%A 张明廉
%J 自动化学报
%D 1990
%I 
%X A recursive Householder formula for transforming high rectangular matrices into upper triangular matrices column by column is proposed. The formula can be used to simultaneously estimate the orders and parameters of polynomial models, difference models, AR models, ARMA models, CARMA models and so on. Since the orders can be estimated in passing by our formula, the computation time for estimating both orders and parameters is only slightly more than that for just estimating the parameters of the model with known orders.
%K System identification
%K modeling
%K order estimation
%K Householder transformation<br>矩阵
%K 三角化
%K 系统辨识
%K 建模
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=E76622685B64B2AA896A7F777B64EB3A&aid=98172C092A9691E110A138F51E3C6F7A&yid=8D39DA2CB9F38FD0&vid=7801E6FC5AE9020C&iid=0B39A22176CE99FB&sid=E22B6B8FE86DD8F9&eid=769BD58726D66E7D&journal_id=0254-4156&journal_name=自动化学报&referenced_num=2&reference_num=8