Error propagation of some fast RLS algorithms

Sanzheng Qiao

doi:10.1117/12.160455

1 November 1993 Error propagation of some fast RLS algorithms

Sanzheng Qiao

Proceedings Volume 2027, Advanced Signal Processing Algorithms, Architectures, and Implementations IV; (1993) https://doi.org/10.1117/12.160455
Event: SPIE's 1993 International Symposium on Optics, Imaging, and Instrumentation, 1993, San Diego, CA, United States

Abstract

The fast recursive least squares (RLS) algorithms have wide applications in signal processing and control. They are computationally efficient. Thus their stability is of major concern. In this paper, we investigate the error propagation and stability of some typical fast RLS algorithms. Through a random example, we show that a typical conventional fast RLS algorithm is weakly unstable in computing both the residuals and the gain vectors and a QR based algorithm is expected to be weakly stable in computing the residuals but weakly unstable in computing the gain vectors. We propose an error correction scheme for computing the gain vectors.

Citation Download Citation

Sanzheng Qiao "Error propagation of some fast RLS algorithms", Proc. SPIE 2027, Advanced Signal Processing Algorithms, Architectures, and Implementations IV, (1 November 1993); https://doi.org/10.1117/12.160455

ACCESS THE FULL ARTICLE

INSTITUTIONAL
Select your institution to access the SPIE Digital Library.

SELECT YOUR INSTITUTION

PERSONAL
Sign in with your SPIE account to access your personal subscriptions or to use specific features such as save to my library, sign up for alerts, save searches, etc.

PERSONAL SIGN IN

No SPIE Account? Create one

PURCHASE THIS CONTENT

SUBSCRIBE TO DIGITAL LIBRARY

50 downloads per 1-year subscription

Members: $195

Non-members: $335 ADD TO CART

25 downloads per 1 - year subscription

Members: $145

Non-members: $250 ADD TO CART

PURCHASE SINGLE ARTICLE

Includes PDF, HTML & Video, when available