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Numerical accuracy issues of recursive least squares algorithms

Liavas Athanasios, Regalia, Phillip A., 1962-

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URIhttp://purl.tuc.gr/dl/dias/8283D1E3-F08F-4857-B128-A2F810183A56-
Identifierhttps://doi.org/10.1109/ICASSP.1998.681711-
Languageen-
Extent4 pagesen
TitleNumerical accuracy issues of recursive least squares algorithmsen
CreatorLiavas Athanasiosen
CreatorΛιαβας Αθανασιοςel
CreatorRegalia, Phillip A., 1962-en
PublisherInstitute of Electrical and Electronics Engineersen
Content SummaryThe 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 resultsen
Type of ItemΠλήρης Δημοσίευση σε Συνέδριοel
Type of ItemConference Full Paperen
Licensehttp://creativecommons.org/licenses/by/4.0/en
Date of Item2015-11-09-
Date of Publication1998-
SubjectAdaptive algorithmsen
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.1998.681711en

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