Fast calculation of gain matrices for recursive estimation schemes
作者:
LENNART LJUNG,
MARTIN MORF,
DAVID FALCONER,
期刊:
International Journal of Control
(Taylor Available online 1978)
卷期:
Volume 27,
issue 1
页码: 1-19
ISSN:0020-7179
年代: 1978
DOI:10.1080/00207177808922343
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A sequence of vectors {x(t)} with dimensionNis given, such thatx(t+1) is obtained fromx(t) by introducingpnew elements, deletingpold ones, and shifting the others in some fashion. The sequence of vectors $ is sought. This paper presents a method of calculating these vectors with proportional-to-Npoperations and memory locations, in contrast to the conventional way which requires proportional-to-N2operations and memory locations. A non-symmetric case is also treated.
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