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)
Vol. 96 4-5 327-332Subject Categories
Mathematics
Electrical Engineering, Electronic Engineering, Information Engineering
DOI
10.1007/s11265-024-01915-w