DocumentCode
1408290
Title
A note on “On-line parameter identification algorithms based on Householder transformation”
Author
Niehsen, Wolfgang ; Owenier, Klaus-A
Author_Institution
Tech. Hochschule Aachen, Germany
Volume
45
Issue
8
fYear
1997
fDate
8/1/1997 12:00:00 AM
Firstpage
2121
Lastpage
2125
Abstract
A detailed comparison of two on-line recursive least squares algorithms is presented. Liu´s (see IEEE Trans. Signal Processing, vol.41, p.2863-71, Sept. 1993) fast on-line least squares algorithm based on Householder transformation and a stabilized version of a least squares algorithm based on the matrix pseudoinverse are considered
Keywords
least squares approximations; matrix inversion; numerical stability; parameter estimation; recursive estimation; Householder transformation; matrix pseudoinverse; on-line recursive least squares algorithms; parameter identification algorithms; Convergence of numerical methods; Digital signal processors; Least squares approximation; Least squares methods; Parameter estimation; Predictive models; Resonance light scattering; Signal processing algorithms; Signal sampling; Transfer functions;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.611229
Filename
611229
Link To Document