Kaczmarz Projection Algorithms with Rank Two Gain Update
Journal article, 2024

New Kaczmarz algorithms with rank two gain update, extended orthogonality property and forgetting mechanism which includes both exponential and instantaneous forgetting (implemented via a proper choice of the forgetting factor and the window size) are introduced and systematically associated in this paper with well-known Kaczmarz algorithms with rank one update. The parameter convergence was proved using Lyapunov method and convergence of the inverse of the information matrix can be used for further performance improvement. The performance of new algorithms is examined in the problem of estimation of the grid events in the presence of significant harmonic emissions.

Extended orthogonality property

Rank two update versus rank one update

Exponential & instantaneous forgetting

Updating & downdating

Wave form distortion monitoring in smart grids

Estimation of the inverse of the information matrix

Kaczmarz algorithms in weighted moving window

Lyapunov method for convergence analysis

Author

Alexander Stotsky

Chalmers, Computer Science and Engineering (Chalmers), Interaction Design and Software Engineering

Journal of Signal Processing Systems

1939-8018 (ISSN) 19398115 (eISSN)

Vol. 96 4-5 327-332

Subject Categories

Mathematics

Electrical Engineering, Electronic Engineering, Information Engineering

DOI

10.1007/s11265-024-01915-w

More information

Latest update

6/29/2024