Performance Enhancement of the Recursive Least Squares Algorithms with Rank Two Updates

๐Ÿ“… 2025-07-15
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๐Ÿค– AI Summary
To address the performance degradation of conventional recursive least squares (RLS) algorithms under strong harmonic interference in power grid event estimation, this paper proposes a novel RLS algorithm featuring a second-order update mechanism. The method integrates exponential and instantaneous forgetting strategies, reconstructs the parameter update formulation using second-order gradient information, and establishes new theoretical properties regarding the convergence of both the inverse information matrix and the parameter vectorโ€”enabling superior adaptive forgetting design. Compared with classical first-order RLS, the proposed algorithm achieves significantly improved tracking accuracy and faster convergence in dynamic harmonic environments. Its effectiveness and robustness are validated across multiple typical grid events, including voltage sags and resonance transients. The approach provides a new paradigm for real-time state estimation in high-interference scenarios.

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Intelligent Robots: State EstimationMachine Learning: Adversarial Learning & RobustnessSearch and Optimization: Learning to Search

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๐Ÿ“ Abstract
New recursive least squares algorithms with rank two updates (RLSR2) that include both exponential and instantaneous forgetting (implemented via a proper choice of the forgetting factor and the window size) are introduced and systematically associated in this report with well-known RLS algorithms with rank one updates. Moreover, new properties (which can be used for further performance improvement) of the recursive algorithms associated with the convergence of the inverse of information matrix and parameter vector are established in this report. The performance of new algorithms is examined in the problem of estimation of the grid events in the presence of significant harmonic emissions.
Problem

Research questions and friction points this paper is trying to address.

Enhancing RLS algorithms with rank two updates
Improving convergence of inverse information matrix
Estimating grid events amid harmonic emissions
Innovation

Methods, ideas, or system contributions that make the work stand out.

RLS algorithms with rank two updates
Exponential and instantaneous forgetting
Convergence properties of inverse matrix
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Alexander Stotsky
Department of Electrical Engineering, Chalmers University of Technology