2011
DOI: 10.4236/jsip.2011.24041
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Least Squares Matrix Algorithm for State-Space Modelling of Dynamic Systems

Abstract: This work presents a novel least squares matrix algorithm (LSM) for the analysis of rapidly changing systems using state-space modelling. The LSM algorithm is based on the Hankel structured data matrix representation. The state transition matrix is updated without the use of any forgetting function. This yields a robust estimation of model parameters in the presence of noise. The computational complexity of the LSM algorithm is comparable to the speed of the conventional recursive least squares (RLS) algorithm… Show more

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Cited by 2 publications
(2 citation statements)
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“…We prefer the companion matrix structure of the state transition matrix A , which allows the direct insertion of the polynomial coefficients in (1). Fast computational algorithms are presented in [5,6].…”
Section: Implementation Of the Iir Filters And Arma Modelsmentioning
confidence: 99%
“…We prefer the companion matrix structure of the state transition matrix A , which allows the direct insertion of the polynomial coefficients in (1). Fast computational algorithms are presented in [5,6].…”
Section: Implementation Of the Iir Filters And Arma Modelsmentioning
confidence: 99%
“…ese include the Equation Error Method (EEM) [5][6][7][8], the Output Error Method (OEM) [9][10][11], and the Filter Error Method (FEM) [12][13][14][15]. However, those methods still require a predefined/ initial aircraft model.…”
Section: Introductionmentioning
confidence: 99%