제어로봇시스템학회:학술대회논문집

Institute of Control, Robotics and Systems (제어로봇시스템학회)
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A New Recursive Least-Squares Algorithm based on Matrix Pseudo Inverses (ICCAS 2003)

  • Quan, Zhonghua (School of Electrical Engineering & Computer Science, Seoul National University) ;
  • Han, Soo-Hee (School of Electrical Engineering & Computer Science, Seoul National University) ;
  • Kwon, Wook-Hyun (School of Electrical Engineering & Computer Science, Seoul National University)
  • Published : 2003.10.22
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Abstract

In this paper, a new Recursive Least-Squares(RLS) algorithm based on matrix pseudo-inverses is presented. The aim is to use the proposed new RLS algorithm for not only the over-determined but also the under-determined estimation problem. Compared with previous results, e.g., Jie Zhou et al., the derivation of the proposed recursive form is much easier, and the recursion form is also much simpler. Furthermore, it is shown by simulations that the proposed RLS algorithm is more efficient and numerically stable than the existing algorithms.

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