Abstract
A new robust and computationally efficient solution to least-squares problem in the presence of round-off errors is proposed. The properties of a harmonic regressor are utilized for design of new combined algorithms of direct calculation of the parameter vector. In addition, an explicit transient bound for estimation error is derived for classical recursive least-squares algorithm using the Lyapunov function method. Different initialization techniques of the gain matrix are proposed as an extension of the recursive least-squares algorithm. All the results are illustrated by simulations.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Proceedings of the Institution of Mechanical Engineers, Part I: Journal of Systems and Control Engineering
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
