Harmonic regressor: Robust solution to least-squares problem
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| Title: | Harmonic regressor: Robust solution to least-squares problem |
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| Authors: | Stotsky, Alexander, 1960 |
| Source: | Proceedings of the Institution of Mechanical Engineers. Part I: Journal of Systems and Control Engineering. 227(8):662-668 |
| Subject Terms: | recursive inversion, Recursive least-squares algorithm, high-order algorithms, strictly diagonally dominant matrix, harmonic regressor |
| Description: | A new robust and computationally efficient solution to least-squares problem in the presence of round-off errors is proposed. The properties of a harmonic regressor are utilized for design of new combined algorithms of direct calculation of the parameter vector. In addition, an explicit transient bound for estimation error is derived for classical recursive least-squares algorithm using the Lyapunov function method. Different initialization techniques of the gain matrix are proposed as an extension of the recursive least-squares algorithm. All the results are illustrated by simulations. |
| File Description: | electronic |
| Access URL: | https://research.chalmers.se/publication/188098 http://publications.lib.chalmers.se/records/fulltext/188098/local_188098.pdf |
| Database: | SwePub |
Nájsť tento článok vo Web of Science | Abstract: | A new robust and computationally efficient solution to least-squares problem in the presence of round-off errors is proposed. The properties of a harmonic regressor are utilized for design of new combined algorithms of direct calculation of the parameter vector. In addition, an explicit transient bound for estimation error is derived for classical recursive least-squares algorithm using the Lyapunov function method. Different initialization techniques of the gain matrix are proposed as an extension of the recursive least-squares algorithm. All the results are illustrated by simulations. |
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| ISSN: | 20413041 09596518 |
| DOI: | 10.1177/0959651813498873 |