限定记忆参数估计的Householder变换快速递推算法
A Fast Recursive Algorithm for Fixed Memory Parameter Estimation with Householder Transformation
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摘要: 利用Householder变换推导出一个新的最小二乘估计的限定记忆快速递推算法(RHFM). 该算法具有运算量小,数值稳定性好、占用内存少的优点,可以用于各种静、动态模型的参 数估计.
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关键词:
- 限定记忆参数估计 /
- Householder变换 /
- 快速递推算法
Abstract: A new fast recursive least squares algorithm is developed for fixed memory parameter estimation by using Householder transformation. As compared with conventional RFM algorithm, the algorithm proposed in this paper has better numerical stability and less complexity and can be used to identify all sorts of model, includinstatic and dynamic ones. -
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