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Fast Calculation of Gain Matrices for Recursive Estimation Schemes
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Bell Telephone Laboratoires, NJ, USA.
1977 (English)Report (Other academic)
Abstract [en]

A sequence of vectors {x(t)} with dimension N is given, such that x(t+1) is obtained from x(t) by introducing p new elements, deleting p old ones, and shifting the others in some fashion. The sequence of vectors $ is sought. This paper presents a method of calculating these vectors with proportional-to-Npoperations and memory locations, in contrast to the conventional way which requires proportional-to-N 2operations and memory locations. A non-symmetric case is also treated.

Place, publisher, year, edition, pages
Linköping: Linköping University , 1977.
LiTH-ISY-I, ISSN 8765-4321 ; 141
Keyword [en]
Vectors, Proportional-to-Np operations, Memory locations, Non-symmetric
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-104472OAI: diva2:697141
Available from: 2014-02-17 Created: 2014-02-17 Last updated: 2014-02-17

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Ljung, Lennart
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Automatic ControlThe Institute of Technology
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ReferencesLink to record
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