Harmonic regressor: Robust solution to least-squares problem
Journal article, 2013

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.

recursive inversion

Recursive least-squares algorithm

high-order algorithms

strictly diagonally dominant matrix

harmonic regressor


Alexander Stotsky

Chalmers, Signals and Systems, Systems and control, Automatic Control

Proceedings of the Institution of Mechanical Engineers. Part I: Journal of Systems and Control Engineering

0959-6518 (ISSN)

Vol. 227 8 662-668

Subject Categories

Control Engineering



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