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
fDate :
8/1/1997 12:00:00 AM
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;
Journal_Title :
Signal Processing, IEEE Transactions on
