Sökning: "Recursive Least Squares"

Visar resultat 1 - 5 av 21 avhandlingar innehållade orden Recursive Least Squares.

  1. 1. Fast Algorithms for Integral Equations and Least Squares Identification Problems

    Författare :Stefan Ljung; Linköpings universitet; []
    Nyckelord :ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Fast algorithms; Integral equations; Least squares; Identification;

    Sammanfattning : This work is concerned with fast algorithms for integral equations and least squares identification problems.The presentation is divided into three parts. In the first part a fast algorithm for solving systems oflinear equations with a matrix that is alm ost Toeplitz is derived and applied to Fredholm integral equations with stationary kernels. LÄS MER

  2. 2. On Parameter Estimation and Control of Time-Varying Stochastic Systems

    Författare :Bengt Lindoff; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Statistics; Adaptive Predictive Control; Adaptive Stochastic Control; Dual Control; Convergence Analysis; Quadratic Forms; Forgetting Factor; Recursive Least Squares; Recursive Estimation; Linear Systems; Time-Varying Stochastic Systems; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

    Sammanfattning : This thesis is about parameter estimation and control of time-varying stochastic systems. It can be divided into two parts. The first part deals with an estimation algorithm commonly used when estimating parameters in time-varying stochastic systems, the Recursive Least Squares (RLS) algorithm with forgetting factor. LÄS MER

  3. 3. System Identification with Multi-Step Least-Squares Methods

    Författare :Miguel Galrinho; Håkan Hjalmarsson; Manfred Deistler; KTH; []
    Nyckelord :ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : The purpose of system identification is to build mathematical models for dynam-ical systems from experimental data. With the current increase in complexity of engineering systems, an important challenge is to develop accurate and computa-tionally simple algorithms, which can be applied in a large variety of settings. LÄS MER

  4. 4. Combating Intersymbol Interference and Cochannel Interference in Wireless Communication Systems

    Författare :Ronnie Gustafsson; []
    Nyckelord :ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; ISI; CCI; wireless systems; beamforming; beam; simulation; fading; equalizer; channel; smart antenna; antenna array; recursive least squares RLS ; adaptive algorithms; blind algorithms;

    Sammanfattning : Over the last decade the world has witnessed explosive growth in the use of wireless mobile communications. Looking around we find users with mobile phones, wireless PDAs, pagers, MP3 players, and wireless headphones to connect to these devices - a small testament of the impact of wireless communications on our daily lives. LÄS MER

  5. 5. Sparse Modeling of Harmonic Signals

    Författare :Filip Elvander; Statistical Signal Processing Group; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; TEKNIK OCH TEKNOLOGIER; NATURAL SCIENCES; ENGINEERING AND TECHNOLOGY; multi-pitch estimation; sparse modeling; convex optimisation; inharmonicity; sparse recursive least squares; adaptive signal processing; optimal transport distance;

    Sammanfattning : This thesis considers sparse modeling and estimation of multi-pitch signals, i.e., signals whose frequency content can be described by superpositions of harmonic, or close-to-harmonic, structures, characterized by a set of fundamental frequencies. LÄS MER