DocumentCode :
1812959
Title :
Recursive least squares with linear constraints
Author :
Zhu, Yunmin ; Li, X. Rong
Author_Institution :
Sichuan Univ., Chengdu, China
Volume :
3
fYear :
1999
fDate :
1999
Firstpage :
2414
Abstract :
Recursive least squares (RLS) algorithms have widespread applications in many areas, such as real-time signal processing, control and communications. This paper shows that the unique solutions to linear-equality constrained and the unconstrained LS problems, respectively, always have exactly the same recursive form. Their only difference lies in the initial values. Based on this, a recursive algorithm for the linear-inequality constrained LS problem is developed. The RLS algorithm, in a theoretically equivalent form by a simple modification, is shown to be robust in that the constraints are always guaranteed to be satisfied no matter how large the numerical errors are
Keywords :
constraint theory; least squares approximations; communications; control; linear constraints; linear equality constrained least squares problems; numerical errors; real-time signal processing; recursive least squares algorithms; unconstrained LS problems; Adaptive filters; Communication system control; Finite impulse response filter; Least squares methods; Nonlinear filters; Process control; Resonance light scattering; Robustness; Signal processing; Signal processing algorithms;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location :
Phoenix, AZ
ISSN :
0191-2216
Print_ISBN :
0-7803-5250-5
Type :
conf
DOI :
10.1109/CDC.1999.831287
Filename :
831287
Link To Document :
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