New Recursive Least Squares Algorithms without Using the Initial Information
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概要
- 論文の詳細を見る
In this letter, we propose a new type of recursive least squares (RLS) algorithms without using the initial information of a parameter or a state to be estimated. The proposed RLS algorithm is first obtained for a generic linear model and is then extended to a state estimator for a stochastic state-space model. Compared with the existing algorithms, the proposed RLS, algorithms are simpler and more numerically stable. It is shown through simulation that the proposed RLS algorithms have better numerical stability for digital computations than existing algorithms.
- （社）電子情報通信学会の論文
- 2008-03-01
著者
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Park Jung
School Of Electrical Engineering Korea University
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Kwon Wook
School Of Electrical Eng. & Computer Sci. Seoul Nat'l Univ.
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Kwon Wook
Eecs Seoul National University
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Kwon Wook
School Of Electrical Engineering Seoul National University
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Park Jung
School Of Electrical Engineering & Computer Science Seoul National University
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Han Soohee
Seoul National Univ. Seoul Kor
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Han Soohee
Bk21 School For Creative Engineering Design Of Next Generation Mechanical And Aerospace Systems Seou
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QUAN Zhonghua
R&D Center, POSCON Corporation
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Quan Zhonghua
R&d Center Poscon Corporation
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