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      • Dept. of Electrical and Electronics Engineering - Master's degree
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      •   BUIR Home
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      • Bilkent Theses
      • Theses - Department of Electrical and Electronics Engineering
      • Dept. of Electrical and Electronics Engineering - Master's degree
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      Application of Gauss-Seidel method and singular value decomposition techniques to recursive least squares algorithm

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      Author
      Malaş, Atilla
      Advisor
      Morgül, Ömer
      Date
      1991
      Publisher
      Bilkent University
      Language
      English
      Type
      Thesis
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      Please cite this item using this persistent URL
      http://hdl.handle.net/11693/17372
      Abstract
      System identification algorithms are utilized in many practical and theoretical applications such as parameter estimation of sj'stems, adaptive control and signal processing . Least squares algorithm is one of the most popular algorithms in system identification, but it has some drawbacks such as large time consumption and small convergence rates. In this thesis, Gauss-Seidel method is implemented on recursive least squares algorithm and convergence behaviors of the resultant algorithms are analyzed. .Also in standard recursive least squares algorithm the excitation of modes are monitored using data matrices and this algorithm is accordingly altered. A parallel scheme is proposed in this analysis for efficient computation of the modes. The simulation results are also presented.
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