Matrix storage for system identification

Abstract

A sparse matrix used in the least-squares method is divided into small matrices in accordance with the number of elements of observation. An observation ID is assigned to each element of observation, a parameter ID is assigned to each parameter, and the IDs are associated with parameters of elements as ID mapping. A system determines positions of nonzero elements in accordance with whether or not ID mapping exists, the correspondence between observation IDs and parameter IDs, and the positions of the small matrices, and selects a storage scheme for each small matrix based thereon. The system selects a storage scheme in accordance with conditions, such as whether or not a target element is a diagonal element, whether or not a term decided without ID mapping exists, and whether or not the same ID mapping is referred to.