1

Pr
( 1) ( ) ( ) ( 1)[1 ( 1) ( ) ( 1)] ( 1) ( )
:
.
:
T T
ovethe following recursive formula
P N P N P N N N P N N N P N
ANS SOLUTION
Let that we have an estimate of the parameter vector based on the N pairs of input output
dataentries Let this esti
Q
| | | |
u

+ = + + + + +

( ). ( )
sin 1 . , sin
1 , , ( 1),
mate bedenoted by N Assume also that N is not accurateenough
and we wish to improve its accuracy by u g the new estimate N data entry Clearly u g
N data entries we will obtainanew estimate for denoted by N which is
u u
u u
+
+ + exp
( ).
( 1) ( 1) .
( 1) ( ) (8.20)
( )
ected to
bean improved estimate onthe previous estimate N
For the calculation of N we have to estimate N right from the beginning
We will start with the general equation
As N N
Where change in N
u
u u
u u u
u u
+ +
+ = + A
A =
1
( 1)
( ) ( ) ( ) (8.21)
( )
( ) [ ( ) ( ) ( ) ( ) (8.22)
(1)
( ) (2)
( 1)
( )
( 1)
( 1)
( )
& ( 1)
T T
T
T
as a consequence of the new N th measurment
Also N N y N
We obtain theestimate for N
N N N N y N
N
N
N
N
N
y N
y N
u
u
u
|
|

+
u =
= u u u
( u
(
( u u
(
(
(
u + = =
(
(
(
u
+
(

(
+

+ =
1
1`
1
(1)
(2)
( )
(8.23)
( )
( 1)
( 1)
( 1)
( 1) .
N
N
N
y
y
y N
y N
y N y
y N
Where y represents the last mesaurment y N inorder toavoid any confusion
between thevector y N and data entry y Thus t
+
+
+
(
(
(
( (
(
( (
= =
(
( (
(
( ( +

(
(
+

+
+ (8.21) 1
( 1) ( 1) ( 1) (8.24)
he equation for the N
measurment takes the form
N N y N u
+
u + + = +


























1
1
1
( 1) [ ( 1) ( 1) ( 1) ( 1)
[ ( ) ( ) ( 1) ( 1) [ ( ) ( ) ( 1) ] (8.25)
(8.25) (8.20)
:
[ ]
T T
T T T
N
Hence
N N N N y N
N N N N N y N N y
Equation maytake the form of equation by using the following formula called
matrixinversion lemma
A BCD
u
| | |

+ = u + u + u + +
= u u + + u + +
+
1 1 1 1 1 1 1
1 1 1 1 1 1 1
[ ] (8.26)
. [ ]
8.26
[ ] [ ][ ] ]
A A B C DA B DA
The foregoing equationcanbeeasily verified Tothis end the matrix A BCD is multiplied from the
left on the right hand sideof equation to yield
A BCD A A B C DA B DA
I


= +
+
+ +
=
1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1
1
[ ] [ ]
[ ] ]
sin 8.26 [ ] [ ( ) ( )] ( 1)
1 ( 1)
[ ( ) ( ) ( 1) (
T
T
T T
B C DA B DA BCDA BCDA B C DA B DA
I BCDA BC C DA B C DA B DA
I BCDA BCDA I
U g eq that is A BCD and put A N N B N
C D N we obtain
N N N
|
|
| |

+ + +
= + + +
= + =
+ = u u = +
= = +
u u + +
1 1 1 1
1 1
1 1 1 1
1) [ ( ) ( )] [ ( ) ( )] ( 1)[1 ( 1) ( ) ( )]
( 1)] ( 1)[ ( ) ( )] (8.27)
8.27 8.25
( 1) [ ( ) ( ) ( ) ( ) [[ ( ) ( ) ( 1) ( 1)] [ ( ) ( )] ] (
T T T
T T
T T T T T T
N N N N N N N N N
N N N N
Putting eq in eq we get
N N N N y N N N N N N N
|
| |
u | |



+ = u u u u u + + + u u
+ + u u
+ = u u u + u u + + + u u u
1
1
1 1
1
) ( )
[ ( ) ( ) ( 1) ( 1) ( 1) (8.28)
[[ ( ) ( ) ( 1) ( 1)] [ ( ) ( )] ] ( ) ( )
[ ( ) ( ) ( 1) ( 1) [[ ( ) ( )] [ ( ) ( ) ( 1) ( 1)]][ ( ) ( )]
T T
N
T T T T
T T T T T T
N y N
N N N N N y
The following holds true
N N N N N N N y N
N N N N N N N N N N N N
| | |
| |
| | | |

+


+ u u + + + +
u u + + + u u u
= u u + + + u u u u + + + u u
1
1 1
1
( ) ( ) [ ( ) ( ) ( 1) ( 1)] ( 1) ( 1)[ ( ) ( )] ( ) ( )
[ ( ) ( ) ( 1) ( 1) ( 1) ( 1) ( )
T T T T T T
T T T
N y N N N N N N N N N N y N
N N N N N N N
| | | |
| | | | u

u u u + + + + + u u u
= u u + + + + +




1
1
exp
[ ( ) ( )] ( ) ( ) ( ). 8.28
( 1) ( ) [ ( ) ( ) ( 1) ( 1) ( 1) ( 1) ( ) [ ( ) ( )
(
T T
T T T T
Where in deriving the final step in the foregoing equation use was made of the ression
N N N y N N Use this eq can be written as
N N N N N N N N N N N
N
u
u u | | | | u
|

u u u =
+ = u u + + + + + + u u
+ +
1
1
1
1
1
1
1) ( 1)] ( 1) (8.29)
( ) [ ( ) ( ) ( 1) ( 1) ( 1) ( 1)
[ ( 1) ( ) ( 1) ( 1) ( 1) ( 1) (8.30)
8.29
( 1) ( ) ( )[ ( 1) ( )] (8.31)
T
N
T T
T T T
N
T
N
N N y
Where N N N N N N N
N N N N N N y
So eq can betransformed as follow
N N N y N N
| |
| | | |
| | | |
u u | u

+
+
+ +
= u u + + + + +
= u + u + + + + +
+ = + +
1
1 1
det min ( ) ( 1) ( 1) ,
( ) [ ( ) ( )] (8.32)
( 1) [ ( 1) ( 1)] [ ( ) ( ) ( 1) ( 1)]
sin (8.27, (
T
T
T T T
In order to er e the value of N we take theinversion of matrix N N at every step so wedefine
P N N N
Hence P N N N N N N N
U g eq the matrix P N

| |

u + u +
= u u
+ = u + u + = u u + + +
+
1
1 1
1)
( 1) ( ) ( ) ( 1)[1 ( 1) ( ) ( 1)] ( 1) ( ) (8.33)
( ) ( 1) 1 ( 1)
( 1), 8.33
T T
T
can be written as
P N P N P N N N P N N N P N
Where A P N B N C D N
Thecaluculation of thematrix P N according to the recurcive formula requires a matrix
inver
| | | |
| |

+ = + + + + +
= = + = = +
+
1
( ) [ ( ) ( )]
. ( 1), ( )
det min 8.30 exp
( )
T
O O O
O
sion only at the beginning of the procedure toobtain
P N N N
Where N isthe starting number of dataentriesUpon computing P N the vector N can beeasily be
er e from eq that is from the ression
N P

= u u
= +
= ( 1) ( 1) (8.34) N N | + +