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Recursive trigonometric interpolation algorithms

Recursive trigonometric interpolation algorithms

Alexander Stotsky (Institutionen för signaler och system, Reglerteknik)
Proceedings of the Institution of Mechanical Engineers, Part I: Journal of Systems and Control Engineering (0959-6518). Vol. 224 (2010), 1, p. 65-77.
[Artikel, refereegranskad vetenskaplig]

Two new recursive algorithms for the calculation of the coefficients of the trigonometric polynomial that is fitted to measured data in the least-squares sense in a window of a sufficiently large size that is moving in time are proposed. Both algorithms use the strictly diagonally dominant property of the information matrix for a sufficiently large window size. The first one is based on a recursive inversion of the information matrix and the second one uses a priori estimate of the coefficients of the polynomial obtained from the Kaczmarz projection method. The algorithms are computationally suitable for selection of the order of a trigonometric polynomial in each step of a moving window in real-time applications. The results are verified by simulations.



Denna post skapades 2012-01-10.
CPL Pubid: 152133

 

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Institutioner (Chalmers)

Institutionen för signaler och system, Reglerteknik

Ämnesområden

Optimeringslära, systemteori

Chalmers infrastruktur