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
1991Publisher
Bilkent University
Language
English
Type
Thesis
Metadata
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http://hdl.handle.net/11693/17372Abstract
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.