Analysis of initialization and numerical instability of fast RLS algorithms

K.-H Kim,E.J Powers

doi:10.1109/icassp.1991.150727

Analysis of initialization and numerical instability of fast RLS algorithms

K.-H Kim, E.J Powers

https://doi.org/10.1109/icassp.1991.150727

Copy DOI

Publication Date: Jan 1, 1991

Citations: 2

Affiliation: The University of Texas at Austin

#Fast Recursive Least Squares Algorithms #Recursive Least Squares + Show 8 more

Abstract
Full-Text
Similar Papers

Abstract

The authors examine the sources of numerical instabilities in fast RLS (recursive least squares) algorithms as well as the statistical properties of the soft constrained initialization based on a necessary condition x/sub N/(0)=0/sub N/, for the fast RLS algorithms. It is pointed out that x/sub N/(0)=0/sub N/ is essential in order to reduce the computational complexity as well as the error propagation effects. The structural sources of the fast RLS algorithms, which cause the numerical instability, are examined. The soft constrained initialization of the fast RLS algorithm based on X/sub N/(0)=0/sub N/ is analyzed and interpreted. >

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Similar Papers

Paper Title

Journal

Date

Author

View more papers

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.