首页 / 资料库 / 文献详情

NEW EFFICIENT ORDER-RECURSIVE LEAST-SQUARES ALGORITHMS

尤肖虎、He Zhen Ya

1989东南大学学报：英文版Engineering被引 1

摘要

Order-recursive least-squares(ORLS)algorithms are applied to the prob-lems of estimation and identification of FIR or ARMA system parameters where a fixedset of input signal samples is available and the desired order of the underlying model isunknown.On the basis of several universal formulae for updating nonsymmetric projec-tion operators,this paper presents three kinds of LS algorithms,called nonsymmetric,symmetric and square root normalized fast ORLS algorithms,respectively.As to the au-thors’ knowledge,the first and the third have not been so far provided,and the second isone of those which have the lowest computational requirement.Several simplified versionsof the algorithms are also considered.

引用本文（GB/T 7714）