An extended recursive least-squares algorithm

被引：7
|
作者：
Feng, DZ [1 ]
Zhang, HQ [1 ]
Zhang, XD [1 ]
Bao, Z [1 ]
机构：
[1] Xidian Univ, Key Lab Radar Signal Proc, Xian 710071, Peoples R China
来源：
SIGNAL PROCESSING | 2001年 / 81卷 / 05期
关键词：
RLS algorithm; ERLS algorithm; instrumental variable;
D O I：
10.1016/S0165-1684(00)00268-1
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
In this correspondence, we establish a matrix pseudo-inversion lemma, and use it to develop an extended recursive least-squares (ERLS) algorithm. The ERLS algorithm is available for solving the over-determined normal equations in the instrumental variable approaches. The performance of the new algorithm is evaluated via computer simulations. (C) 2001 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：1075 / 1081
页数：7
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