ROUND-OFF ERROR PROPAGATION IN 4 GENERALLY-APPLICABLE, RECURSIVE, LEAST-SQUARES ESTIMATION SCHEMES

作     者：VERHAEGEN, MH 

作者机构：Department of Electrical Engineering Control Laboratory Delft University of Technology NL-2628 CD Delft P.O. Box 5031 Netherlands 

出 版 物：《AUTOMATICA》 (自动学)

年 卷 期：1989年第25卷第3期

页      面：437-444页

核心收录：

学科分类：0711[理学-系统科学] 0808[工学-电气工程] 07[理学] 08[工学] 070105[理学-运筹学与控制论] 081101[工学-控制理论与控制工程] 0811[工学-控制科学与工程] 0701[理学-数学] 071101[理学-系统理论] 

主　　题：computer simulation least-squares estimation, numerical analysis Recursive algorithms 

摘      要：The numerical robustness of four generally-applicable, recursive, least-squares estimation schemes is analysed by means of a theoretical round-off propagation study. This study highlights a number of practical, interesting insights into the widely-used recursive least-squares schemes. These insights have been confirmed in an experimental verification study.