Error propagation properties of recursive least-squares adaptation algorithms

DOI10.1016/0005-1098(85)90110-4zbMath0575.93068OpenAlexW1983627164MaRDI QIDQ1064310

Stefan Ljung, Lennart Ljung

Publication date: 1985

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(85)90110-4

zbMATH Keywords

recursive identificationleast-squares algorithm

Mathematics Subject Classification ID

Related Items (13)

ITERATIVE AND RECURSIVE ESTIMATION OF TRANSFER FUNCTIONS ⋮ System identification in frequency domain using wavelets: conceptual remarks ⋮ ARMAX lattice algorithm for identification and prediction of dynamic systems ⋮ An augmented UD identification 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 ⋮ An overview on the applications of matrix theory in wireless communications and signal processing ⋮ A numerically robust blind equalization scheme applied to MIMO communication systems ⋮ A parallelizable recursive least squares algorithm for adaptive filtering, with very good tracking properties ⋮ Convergence of the standard RLS method andUDU^Tfactorisation of covariance matrix for solving the algebraic Riccati equation of the DLQR via heuristic approximate dynamic programming ⋮ A suitable generalized predictive adaptive controller case study: Control of a flexible arm ⋮ Round-off error propagation in four generally-applicable, recursive, least-squares estimation schemes ⋮ Unnamed Item ⋮ Applying numerical linear algebra techniques to analyzing algorithms in signal processing

Cites Work

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• Exponential convergence of adaptive identification and control algorithms
• Factorization methods for discrete sequential estimation
• Recursive least squares ladder estimation algorithms
• Fixed point error analysis of the normalized ladder algorithm
• A fast sequential algorithm for least-squares filtering and prediction
• On digital implementation of the fast kalman algorithms
• Fast, recursive-least-squares transversal filters for adaptive filtering
• Least-Squares Algorithms for Adaptive Equalizers

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