Harmonic regressor: Robust solution to least-squares problem
Artikel i vetenskaplig tidskrift, 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

Författare

Alexander Stotsky

Signaler och system, System- och reglerteknik, Reglerteknik

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

0959-6518 (ISSN)

Vol. 227 662-668

Ämneskategorier

Reglerteknik

DOI

10.1177/0959651813498873