Robust least-squares estimation with harmonic regressor: High order algorithms
Paper in proceedings, 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 (RLS) algorithm using Lyapunov function method. Different initialization techniques of the gain matrix are proposed as an extension of RLS algorithm. All the results are illustrated by simulations.

Strictly diagonally dominant matrix

High order algorithms

Recursive inversion

Harmonic regressor

Recursive least-squares algorithm

Author

Alexander Stotsky

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

52nd IEEE Conference on Decision and Control, CDC 2013; Florence; Italy; 10 December 2013 through 13 December 2013

0191-2216 (ISSN)

6516-6521

Subject Categories

Control Engineering

DOI

10.1109/CDC.2013.6760920

ISBN

978-146735717-3

More information

Created

10/7/2017