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Harmonic regressor: Robust solution to least-squares problem

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. 227 (2013), 8, p. 662-668.
[Artikel, refereegranskad vetenskaplig]

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.

Nyckelord: high-order algorithms; strictly diagonally dominant matrix; recursive inversion; harmonic regressor; Recursive least-squares algorithm

Denna post skapades 2013-12-02. Senast ändrad 2013-12-03.
CPL Pubid: 188098


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Institutioner (Chalmers)

Institutionen för signaler och system, Reglerteknik (2005-2017)



Chalmers infrastruktur