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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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