DocumentCode :
1528200
Title :
Equivalence between voltage-processing methods and discrete orthogonal Legendre polynomial (DOLP) approach
Author :
Brookner, Eli
Author_Institution :
Raytheon Co., Sudbury, MA, USA
Volume :
47
Issue :
8
fYear :
1999
fDate :
8/1/1999 12:00:00 AM
Firstpage :
2273
Lastpage :
2278
Abstract :
There are three methods for solving the least-squares estimation (LSE) problem. (1) the power method; (2) the voltage-processing method (square-root method); and (3) the discrete orthogonal Legendre polynomial (DOLP) method. The first involves a matrix inversion and is sensitive to computer round-off errors. The second and third do not require a matrix inversion and are not as sensitive to computer round-off errors. It is shown that the voltage-processing LSE methods (Givens, Householder, and Gram-Schmidt) become the discrete orthogonal Legendre polynomial (DOLP) LSE method when the data can be modeled by a polynomial function and the times between measurements are equal. Furthermore, when the data can be modeled by a polynomial function and the time between measurements are equal, the DOLP is the preferred method because it does not require an orthonormal transformation and it does not require the back-substitution method
Keywords :
least mean squares methods; matrix inversion; measurement; polynomials; signal processing; DOLP approach; LSE problem solution; computer round-off errors; discrete orthogonal Legendre polynomial; least-squares estimation; matrix inversion; measurements time; polynomial function; power method; square-root method; voltage-processing LSE methods; voltage-processing method; voltage-processing methods; Additive noise; Least squares approximation; Noise measurement; Polynomials; Roundoff errors; Time measurement; Voltage;
fLanguage :
English
Journal_Title :
Signal Processing, IEEE Transactions on
Publisher :
ieee
ISSN :
1053-587X
Type :
jour
DOI :
10.1109/78.774770
Filename :
774770
Link To Document :
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