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**Harvard**

Stotsky, A. (2015) *Combined high-order algorithms in robust least-squares estimation with harmonic regressor and strictly diagonally dominant information matrix*.

** BibTeX **

@article{

Stotsky2015,

author={Stotsky, Alexander},

title={Combined high-order algorithms in robust least-squares estimation with harmonic regressor and strictly diagonally dominant information matrix},

journal={Proceedings of the Institution of Mechanical Engineers Part I-Journal of Systems and Control Engineering},

issn={0959-6518},

volume={229},

issue={2},

pages={184-190},

abstract={This article describes new high-order algorithms in the least-squares problem with harmonic regressor and strictly diagonally dominant information matrix. Estimation accuracy and the number of steps to achieve this accuracy are controllable in these algorithms. Simplified forms of the high-order matrix inversion algorithms and the high-order algorithms of direct calculation of the parameter vector are found. The algorithms are presented as recursive procedures driven by estimation errors multiplied by the gain matrices, which can be seen as preconditioners. A simple and recursive (with respect to order) algorithm for update of the gain matrix, which is associated with Neumann series, is found. It is shown that the limiting form of the algorithm (algorithm of infinite order) provides perfect estimation. A new form of the gain matrix is also a basis for unification method of high-order algorithms. New combined and fast convergent high-order algorithms of recursive matrix inversion and algorithms of direct calculation of the parameter vector are presented. The stability of algorithms is proved and explicit transient bound on estimation error is calculated. New algorithms are simple, fast and robust with respect to round-off error accumulation.},

year={2015},

keywords={Least-squares estimation, oscillating signals, harmonic regressor, strictly diagonally dominant matrix},

}

** RefWorks **

RT Journal Article

SR Electronic

ID 212865

A1 Stotsky, Alexander

T1 Combined high-order algorithms in robust least-squares estimation with harmonic regressor and strictly diagonally dominant information matrix

YR 2015

JF Proceedings of the Institution of Mechanical Engineers Part I-Journal of Systems and Control Engineering

SN 0959-6518

VO 229

IS 2

SP 184

OP 190

AB This article describes new high-order algorithms in the least-squares problem with harmonic regressor and strictly diagonally dominant information matrix. Estimation accuracy and the number of steps to achieve this accuracy are controllable in these algorithms. Simplified forms of the high-order matrix inversion algorithms and the high-order algorithms of direct calculation of the parameter vector are found. The algorithms are presented as recursive procedures driven by estimation errors multiplied by the gain matrices, which can be seen as preconditioners. A simple and recursive (with respect to order) algorithm for update of the gain matrix, which is associated with Neumann series, is found. It is shown that the limiting form of the algorithm (algorithm of infinite order) provides perfect estimation. A new form of the gain matrix is also a basis for unification method of high-order algorithms. New combined and fast convergent high-order algorithms of recursive matrix inversion and algorithms of direct calculation of the parameter vector are presented. The stability of algorithms is proved and explicit transient bound on estimation error is calculated. New algorithms are simple, fast and robust with respect to round-off error accumulation.

LA eng

DO 10.1177/0959651814553964

LK http://dx.doi.org/10.1177/0959651814553964

LK http://publications.lib.chalmers.se/records/fulltext/212865/local_212865.pdf

OL 30