摘要
本文利用ＨＯＵＳＥＨＯＬＤＥＲ交换（简称Ｈ－变换）推导出最小二乘估计的递推算法和遗忘因子法的快速算法．与现有的最小二乘递推算法相比，本文提出的算法不仅运算量大大减少，而且数值稳定性好，占用内存量少．
Based on Householder transformation, two recursive fast algorithms for parameter estimation, i.e., Recursive Least Squares Fast Algorithm and Recursive Forgetting Factor Fast Algorithm, are presented in this paper. As compared with conventional LS recursive algorithms, the proposed algorithms are suitable for the enhancement of numerical stability and the reduction of the number of arithmetic operations.
出处
《自动化学报》
EI
CSCD
北大核心
1994年第1期20-28,共9页
Acta Automatica Sinica
关键词
参数估计
最小二乘法
快速递推算法
parameter estimation
Householder transformation
fast recursive algorithm.
