An on-line least-squares parameter estimator with finite convergence time

Article Abstract:

An online parameter estimator algorithm for a class of regression models is developed that enables reduction to linear least-squares and global convergence of linear model parameter and prediction errors to zero within finite time. The minimum requirement for discrete-time cases is that regression vectors fully span the dimension of parameter space (the sufficient excitation condition.) A parameter update law is proposed that provides numerical robustness to the algorithm. Development and validation of the parameter estimator are described.

Product introduction, Regression analysis, Parameter estimation, Online, Applications, Scientific Research, New Technique, Validation, Least Squares Approximation, Linear Algebra, technical

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A fast frequency-domain adaptive algorithm

Article Abstract:

A time-varying convergence factor used with the LMS adaptive algorithm results in a new frequency-domain optimal block algorithm (FOBA). This caused a computation savings compared to the simple OBA with improved performance over the LMS algorithm. Extensive mathematical formulas are included.

Mathematical models, Tests, Signal processing, Testing, Sampling, letter to the editor

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