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math.OC2020
Recursive Least Squares with Variable-Direction Forgetting -- Compensating for the loss of persistency
Ankit Goel, Adam L. Bruce, Dennis S. Bernstein
Learning depends on the ability to acquire and assimilate new information. This ability depends---somewhat counterintuitively---on the ability to forget. In particular, effective f…
math.OC2020
Convergence and Consistency of Recursive Least Squares with Variable-Rate Forgetting
Adam L. Bruce, Ankit Goel, Dennis S. Bernstein
A recursive least squares algorithm with variable rate forgetting (VRF) is derived by minimizing a quadratic cost function.Under persistent excitation and boundedness of the forget…
math.OC2017
Attitude Quaternion Estimation Using a Spectral Perturbation Approach
Adam L. Bruce
All quaternion methods for static attitude determination currently rely on either the spectral decomposition of a 4 x 4 matrix (q-Method) or finding the maximum eigenvalue of a 4th…