Kaczmarz Projection Algorithms in Moving Window: Performance Improvement via Extended Orthogonality & Forgetting

Published 27 May 2024 in math.OC, cs.NA, math.DS, math.NA, and math.SP | (2405.16903v1)

Abstract: New Kaczmarz algorithms with rank two gain update, extended orthogonality property and forgetting mechanism which includes both exponential and instantaneous forgetting (implemented via a proper choice of the forgetting factor and the window size) are introduced and associated in this report with well-known Kaczmarz algorithms with rank one update.

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Authors (1)

Alexander Stotsky

References (1)

Stotsky A., Simultaneous Frequency and Amplitude Estimation for Grid Quality Monitoring : New Partitioning with Memory Based Newton-Schulz Corrections 2022 ; IFAC PapersOnLine 55(9): 42-47.

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