Iman Hajizadeh

2 Questions 3 Answers 0 Followers

Questions related from Iman Hajizadeh

How can I have a recursive least squares (RLS) estimator with absolute value inequalities constraints?

Dear all I am using a recursive least squares (RLS) estimator to update the parameters teta(k) which is a n by m matrix ( teta(k) has n rows and m columns). The equations for the RLS...

11 August 2016 3,204 6 View

What are the possible reasons if Kalman filter can not calculate a stabilizing Kalman gain?

Dear All, I have a question about Kalman filter. I am using kalman filter for a state space model as following: X(k+1)=A(k)x(k)+B(k)u(k)+w(k), w(k) ∼ N(0,Q) Y(k)=C(K)x(k)+D(k)u(k)+v(k), v(k) ∼...

01 August 2016 8,713 13 View