| 最小二乘估计的HOUSEHOLDER变换快速递推算法 |
| |
| 引用本文： | 孟晓风, 王行仁, 黄俊钦. 最小二乘估计的HOUSEHOLDER变换快速递推算法. 自动化学报, 1994, 20(1): 20-28. |
| |
| 作者姓名： | 孟晓风 王行仁 黄俊钦 |
| |
| 作者单位： | 1.北京航空航天大学 |
| |
| 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.
|
| 关 键 词： | 参数估计 HOUSEHOLDER变换 快速递推算法 |
| 收稿时间： | 1992-04-29 |
Recursive Fast Algorithm for Least Squares Estimation with Householder Transformation |
| |
| Meng Xiaofeng, Wang Xingren, Huang Junqin. Recursive Fast Algorithm for Least Squares Estimation with Householder Transformation. ACTA AUTOMATICA SINICA, 1994, 20(1): 20-28. |
| |
| Authors: | Meng Xiaofeng Wang Xingren Huang Junqin |
| |
| Affiliation: | 1. Beijing University of Aeronautics and Astronautica |
| |
| Abstract: | 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. |
| |
| Keywords: | parameter estimation Householder transformation fast recursive algorithm. |
| 本文献已被 CNKI 维普 等数据库收录！ |
| 点击此处可从《自动化学报》浏览原始摘要信息 |
|
点击此处可从《自动化学报》下载全文 |
