On-Line Least-Squares Method of Estimating the Coefficients of the Orthogonal-Polynomial Expansion of a Function

Abstract

A recursive least-square estimation algorithm has been developed for finding the coefficients of the Laguerre- polynomial expansion of a signal, when a finite set of polynomials are used to represent the signal. We have shown how the same algorithm can be used for both the single and double variable functions. Numerical results are given to illustrate the algorithm.

Indexing terms:

• Least square method
• Orthogonal-polynomial