TY - GEN
T1 - Pseudo-inverse based estimation algorithms for singular region
AU - Quan, Zhonghua
AU - Han, Soo Hee
AU - Ahn, Choon Ki
AU - Kwon, Wook Hyun
PY - 2004
Y1 - 2004
N2 - In this paper, pseudo-inverse based estimation algorithms were proposed for the singular region. First, a new Recursive Least-Squares(RLS) algorithm based on matrix pseudo-inverse is proposed for generic linear model. The obtained recursive form is more simpler than that in the previous results. Secondly, the filtering in singular region is also considered by proposing a matrix pseudo-inverse based IIR filter with recursive form. It is shown via numerical studies that the proposed algorithms can overcome the divergence problem in the previous results, i.e., the numerical stability is improved with few computations of the matrix pseudo-inverse.
AB - In this paper, pseudo-inverse based estimation algorithms were proposed for the singular region. First, a new Recursive Least-Squares(RLS) algorithm based on matrix pseudo-inverse is proposed for generic linear model. The obtained recursive form is more simpler than that in the previous results. Secondly, the filtering in singular region is also considered by proposing a matrix pseudo-inverse based IIR filter with recursive form. It is shown via numerical studies that the proposed algorithms can overcome the divergence problem in the previous results, i.e., the numerical stability is improved with few computations of the matrix pseudo-inverse.
UR - http://www.scopus.com/inward/record.url?scp=16244376853&partnerID=8YFLogxK
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M3 - Conference contribution
AN - SCOPUS:16244376853
SN - 0780388739
T3 - 2004 5th Asian Control Conference
SP - 1246
EP - 1250
BT - 2004 5th Asian Control Conference
T2 - 2004 5th Asian Control Conference
Y2 - 20 July 2004 through 23 July 2004
ER -