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

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.