RGIA算法的QR分解实现
Implementation of Recursive General Identification Algorithm Via QR Decomposition
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摘要: 提出递推辨识算法一般形式(简称RGIA)的QR分解实现方法,并推导出相应的基 于HOUSEHOLDER变换的快速递推算法.该算法可用于各种递推辨识算法中,以减小增益 矩阵计算的误差积累和传递,提高辨识精度,同时减少了计算所需的运算量.数值仿真结果表 明该算法是正确的.Abstract: An implementation method with QR decomposition for recursive general identification algorithm (RGIA) is proposed and a corresponding fast recursive algorithm based on HOUSEHOLDER transformation is developed in this paper. This algorithm can be used in all sorts of identification methods to get better numerical stability and less numerical complexity. Finally, simulation study on this algorithm is made, whitch shows that this implementation method is correct.
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