A HIGH-ORDER RECURSIVE QUADRATIC ALGORITHM FOR LINEAR-IN-THE-PARAMETER MODELS

In this paper, a high-order Recursive Quadratic (RQ) algorithm is introduced, and the features of this algorithm are thoroughly studied and illustrated. In addition, a robust RQ algorithm is also developed in the presence of general bounded noisy data to enhance model robustness. A numerical example is included to demonstrate the efficiency of RQ algorithms by comparing the results with both the projection algorithm and the conventional recursive least squares algorithm. Also some simulations are carried out to illustrate the effectiveness of the RQ and robust RQ algorithms.