Numerical accuracy issues of recursive least squares algorithms

URI	http://purl.tuc.gr/dl/dias/8283D1E3-F08F-4857-B128-A2F810183A56	-
Identifier	https://doi.org/10.1109/ICASSP.1998.681711	-
Language	en	-
Extent	4 pages	en
Title	Numerical accuracy issues of recursive least squares algorithms	en
Creator	Liavas Athanasios	en
Creator	Λιαβας Αθανασιος	el
Creator	Regalia, Phillip A., 1962-	en
Publisher	Institute of Electrical and Electronics Engineers	en
Content Summary	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	en
Type of Item	Πλήρης Δημοσίευση σε Συνέδριο	el
Type of Item	Conference Full Paper	en
License	http://creativecommons.org/licenses/by/4.0/	en
Date of Item	2015-11-09	-
Date of Publication	1998	-
Subject	Adaptive algorithms	en
Bibliographic Citation	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	en

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