Simple Least Squares Approximation Algorithm
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Resource Overview
A simple least squares approximation algorithm for system identification, featuring modifiable noise parameters and system parameters, providing source code for system identification and simulation assignments.
Detailed Documentation
This source code implements a simple least squares approximation algorithm for system identification and simulation assignments. The algorithm allows convenient modification of noise parameters and system parameters to enhance system identification accuracy. The implementation includes comprehensive comments and documentation to facilitate understanding of the algorithm's structure and learning its practical application. Key features include matrix operations for parameter estimation, handling of measurement noise through covariance adjustments, and iterative refinement of system models. Using this code enables deeper exploration of system identification concepts, including parameter convergence analysis and residual error evaluation, thereby strengthening comprehension of system simulation methodologies.
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