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Harmonic regressor: Robust solution to least-squares problem

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Název: Harmonic regressor: Robust solution to least-squares problem
Autoři: Stotsky, Alexander, 1960
Zdroj: Proceedings of the Institution of Mechanical Engineers. Part I: Journal of Systems and Control Engineering. 227(8):662-668
Témata: recursive inversion, Recursive least-squares algorithm, high-order algorithms, strictly diagonally dominant matrix, harmonic regressor
Popis: 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.
Popis souboru: electronic
Přístupová URL adresa: https://research.chalmers.se/publication/188098
http://publications.lib.chalmers.se/records/fulltext/188098/local_188098.pdf
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  Data: Harmonic regressor: Robust solution to least-squares problem
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Stotsky%2C+Alexander%22">Stotsky, Alexander</searchLink>, 1960
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  Data: <i>Proceedings of the Institution of Mechanical Engineers. Part I: Journal of Systems and Control Engineering</i>. 227(8):662-668
– Name: Subject
  Label: Subject Terms
  Group: Su
  Data: <searchLink fieldCode="DE" term="%22recursive+inversion%22">recursive inversion</searchLink><br /><searchLink fieldCode="DE" term="%22Recursive+least-squares+algorithm%22">Recursive least-squares algorithm</searchLink><br /><searchLink fieldCode="DE" term="%22high-order+algorithms%22">high-order algorithms</searchLink><br /><searchLink fieldCode="DE" term="%22strictly+diagonally+dominant+matrix%22">strictly diagonally dominant matrix</searchLink><br /><searchLink fieldCode="DE" term="%22harmonic+regressor%22">harmonic regressor</searchLink>
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  Label: Description
  Group: Ab
  Data: 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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        Value: 10.1177/0959651813498873
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        PageCount: 7
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      – SubjectFull: recursive inversion
        Type: general
      – SubjectFull: Recursive least-squares algorithm
        Type: general
      – SubjectFull: high-order algorithms
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      – SubjectFull: strictly diagonally dominant matrix
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      – SubjectFull: harmonic regressor
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      – TitleFull: Harmonic regressor: Robust solution to least-squares problem
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            – D: 01
              M: 01
              Type: published
              Y: 2013
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            – TitleFull: Proceedings of the Institution of Mechanical Engineers. Part I: Journal of Systems and Control Engineering
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