Implementation of Recursive General Identification Algorithm Via QR Decomposition
RGIA算法的QR分解实现

An implementation method with QR decomposition for recursive general identification algorithm (RGIA) is proposed and a corresponding fast recursive algorithm based on HOUSEHOLDER transformation is developed in this paper. This algorithm can be used in all sorts of identification methods to get better numerical stability and less numerical complexity. Finally, simulation study on this algorithm is made, whitch shows that this implementation method is correct.