Το έργο με τίτλο Numerical accuracy issues of recursive least squares algorithms από τον/τους δημιουργό/ούς Liavas Athanasios, Regalia, Phillip A., 1962- διατίθεται με την άδεια Creative Commons Αναφορά Δημιουργού 4.0 Διεθνές
Βιβλιογραφική Αναφορά
A. P. Liavas , P. A. Regalia, “Numerical accuracy issues of recursive least squares algorithms,”in 1998 Intern. Conf. Acoustics, Speech and Sig.Processing,pp.1409 - 1412.doi: 10.1109/ICASSP.1998.681711
https://doi.org/10.1109/ICASSP.1998.681711
The continuous use of adaptive algorithms is strongly dependent on their behavior in finite-precision environments. We study the nonlinear round-off error accumulation system of the conventional RLS algorithm and we derive bounds for the relative precision of the computations and the accumulated round-off error, which guarantee the numerical stability of the finite-precision implementation of the algorithm. The bounds depend on the conditioning of the problem and the exponential forgetting factor. Simulations agree with our theoretical results