Pseudo-inverse based estimation algorithms for singular region

Zhonghua Quan, SooHee Han, Choon Ki Ahn, WookHyun Kwon

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Citations (Scopus)

Abstract

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.

Original languageEnglish
Title of host publication2004 5th Asian Control Conference
Pages1246-1250
Number of pages5
Volume2
Publication statusPublished - 2004 Dec 1
Externally publishedYes
Event2004 5th Asian Control Conference - Melbourne, Australia
Duration: 2004 Jul 202004 Jul 23

Other

Other2004 5th Asian Control Conference
CountryAustralia
CityMelbourne
Period04/7/2004/7/23

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ASJC Scopus subject areas

  • Engineering(all)

Cite this

Quan, Z., Han, S., Ahn, C. K., & Kwon, W. (2004). Pseudo-inverse based estimation algorithms for singular region. In 2004 5th Asian Control Conference (Vol. 2, pp. 1246-1250)