Systematic construction of order-recursive LS estimation algorithms with elementary orthogonal transformations
Fuyun Ling · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1993
This paper demonstrates that order-recursive least squares (ORLS) algorithms based on orthogonal transformations and hyperbolic transformations can be systematically constructed in two steps. The first step is to determine the structure of the ORLS algorithm according to the property of the data vector in the LS estimation and the requirements to the output. The second step is to determine the proper implementation of building blocks of the ORLS structure using orthogonal or hyperbolic transformations. The canonical ORLS structure and some possible orthogonal/hyperbolic implementations of their building blocks are presented. It is also shown that some of the orthogonal transformations are only applicable to certain types of ORLS structures and not to others.