System identification using partitioned least squares
Miroslav Kárný, Kevin Warwick · IEE Proceedings - Control Theory and Applications · 1995
A novel partitioned least squares (PLS) algorithm is presented, in which estimates from several simple system models are combined by means of a Bayesian methodology of pooling partial knowledge. The method has the added advantage that, when the simple models are of a similar structure, it lends itself directly to parallel processing procedures, thereby speeding up the entire parameter estimation process by several factors.