Analysis of a Recursive Least-Squares Signal-Processing Algorithm

DOI10.1137/0910027MaRDI QIDQ4206294zbMATH OpenOpenAlexFDO

Authors Franklin T. Luk, Sanzheng Qiao

Publication date 1989

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0910027

zbMATH Keywords

numerical examplesstabilityalgorithmleast-squares algorithm

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cited in

(5)

• Applying numerical linear algebra techniques to analyzing algorithms in signal processing
• Analysis of a linearly constrained least squares algorithm for adaptive beamforming
• Classes of Signal Processing Procedures Suggested by Exact Minimum Mean Square Error Procedures
• Recursive solution and stability conditions for 2-D least-squares modeling and stabilization problems
• A Recursive Method for the Approximation of LTI Systems Using Subband Processing

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