VOLTAGE LEAST-SQUARES ALGORITHMS REVISITED
10.1 COMPUTATION PROBLEMS The least-squares estimates and minimum-variance estimates described in Section 4.1 and 4.5 and Chapter 9 all require the inversion of one or more matrices. Computing the inverse of a matrix can lead to computational problems due to standard computer round-offs [5, pp. 314–320]. To illustrate this assume that s¼1þ" ð10:1-1Þ
Assume a six-decimal digit capability in the computer. Thus, if s ¼ 1:000008, then the computer would round this off to 1.00000. If, on the other hand, s ¼ 1:000015, then the computer would round this off to 1.00001. Hence, although the change in "...