Fixed-point error analysis of the QR-recursive least square algorithm

DOI10.1109/82.386173MaRDI QIDQ4849386zbMATH OpenOpenAlexFDO

Authors P. S. R. Diniz, Marcio G. Siqueira

Publication date 14 May 1996

Published in IEEE Transactions on Circuits and Systems II: Analog and Digital Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/82.386173

zbMATH Keywords

identificationstabilityerror analysisQR-RLS algorithmsistolic form

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Digital control/observation systems (93C62)

Recommendations

• On the numerical stability and accuracy of the conventional recursive least squares algorithm.
• Fast QR algorithms based on backward prediction errors: A new implementation and its finite precision performance
• Quantization effects and stabilization of the fast-Kalman algorithm
• Performance analysis of the forgetting factor RLS algorithm
• Exact analysis of the finite precision error generation and propagation in the FAEST and the fast transversal algorithms: A general methodology for developing robust RLS schemes

Cited in

(11)

• On the numerical stability and accuracy of the conventional recursive least squares algorithm.
• Exact analysis of the finite precision error generation and propagation in the FAEST and the fast transversal algorithms: A general methodology for developing robust RLS schemes
• Fixed-point error analysis of the lattice and the Schur algorithms for the autocorrelation method of linear prediction
• scientific article; zbMATH DE number 7339296 (Why is no real title available?)
• Fast QR algorithms based on backward prediction errors: A new implementation and its finite precision performance
• Probabilistic Rounding Error Analysis of Householder QR Factorization
• Error analysis of Davenport's q method
• SQNR estimation of fixed-point DSP algorithms
• Analysis of a Recursive Least-Squares Signal-Processing Algorithm
• Quantization effects and stabilization of the fast-Kalman algorithm
• Some results in fixed point error analysis of the Bruun-FTT algorithm

This page was built for publication: Fixed-point error analysis of the QR-recursive least square algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4849386)