# [1]尤肖虎,何振亚.基于阶递归的几种新的最小二乘快速算法[J].东南大学学报(自然科学版),1987,17(5):8-24.[doi:10.3969/j.issn.1001-0505.1987.05.002] 　You Xiaohu He Zhenya (Department of Radio Engineering).New Efficient Recursive in Order Least-Squares Algorithms[J].Journal of Southeast University (Natural Science Edition),1987,17(5):8-24.[doi:10.3969/j.issn.1001-0505.1987.05.002] 点击复制 基于阶递归的几种新的最小二乘快速算法() 分享到： var jiathis_config = { data_track_clickback: true };

17

1987年第5期

8-24

1987-09-20

## 文章信息/Info

Title:
New Efficient Recursive in Order Least-Squares Algorithms

Author(s):
You Xiaohu He Zhenya (Department of Radio Engineering)

Keywords:

+
DOI:
10.3969/j.issn.1001-0505.1987.05.002

Abstract:
The recursive in order least-squares(LS)algorithms can be applied to estimation and identification of FIR or AR system parameters where a fixed set of input signal samples is available and the order of the model is un- known.Based on several universal formulae for updating non-symmetric projec- tion operators,this paper presents three kinds of fast LS algorithms,called nonsymmetric,symmetric and square root normalized recursive in order LS algorithms,respectively.To our knowledge,the first and the third algorithms have not been proceeded up to now,and the second is one of those which have the lowest computational requirements.Several simplified versions of the algorithms are also considered.

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