限定记忆参数估计的Householder变换快速递推算法  

A FAST RECURSIVE ALGORITHM FOR FIXED MEMORY PARAMETER ESTIMATION WITH HOUSEHOLDER TRANSFORMATION

作　　者：孟晓风[1] 王行仁[1] 

机构地区：[1]北京航空航天大学自控系

出　　处：《自动化学报》1996年第6期736-740,共5页Acta Automatica Sinica

摘　　要：利用Ｈｏｕｓｅｈｏｌｄｅｒ变换推导出一个新的最小二乘估计的限定记忆快速递推算法（ＲＨＦＭ）．该算法具有运算量小、数值稳定性好、占用内存少的优点，可以用于各种静、动态模型的参数估计．A new fast recursive least squares algorithm is developed for fixed memory parameter estimation by using Householder transformation. As compared with conventional RFM algorithm, the algorithm proposed in this paper has better numerical stability and less complexity and can be used to identify all sorts of model, including static and dynamic ones.

关 键 词：参数估计 H-变换 快速递推算法 

分 类 号：O212.1[理学—概率论与数理统计]