Recursive Fast Algorithm for Least Squares Estimation with Householder Transformation
最小二乘估计的HOUSEHOLDER变换快速递推算法

Based on Householder transformation, two recursive fast algorithms for parameter estimation, i.e., Recursive Least Squares Fast Algorithm and Recursive Forgetting Factor Fast Algorithm, are presented in this paper. As compared with conventional LS recursive algorithms, the proposed algorithms are suitable for the enhancement of numerical stability and the reduction of the number of arithmetic operations.