Error propagation properties of recursive least-squares adaptation algorithms

DOI10.1016/0005-1098(85)90110-4MaRDI QIDQ1064310zbMATHOpenAlexFDO

Authors 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

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Finite difference methods for boundary value problems involving PDEs (65N06) Identification in stochastic control theory (93E12)

Recommendations

• On the numerical stability and accuracy of the conventional recursive least squares algorithm.
• Computational noise effects on adaptive filter algorithms
• Round-off error propagation in four generally-applicable, recursive, least-squares estimation schemes
• Algorithms for estimation of autoregression coefficients
• A roundoff error analysis of the LMS adaptive algorithm

Cites work

• scientific article; zbMATH DE number 3875113 (Why is no real title available?)
• scientific article; zbMATH DE number 3343633 (Why is no real title available?)
• A comparative analysis of various least-squares identification algorithms
• A fast sequential algorithm for least-squares filtering and prediction
• Exponential convergence of adaptive identification and control algorithms
• Factorization methods for discrete sequential estimation
• Fast, recursive-least-squares transversal filters for adaptive filtering
• Fixed point error analysis of the normalized ladder algorithm
• Least-Squares Algorithms for Adaptive Equalizers
• On digital implementation of the fast kalman algorithms
• Recursive least squares ladder estimation algorithms

Cited in

(21)

• Algorithms for estimation of autoregression coefficients
• A suitable generalized predictive adaptive controller case study: Control of a flexible arm
• Transient Adaptive Algorithm Based on Residual Error Estimation
• scientific article; zbMATH DE number 1047229 (Why is no real title available?)
• scientific article; zbMATH DE number 3982484 (Why is no real title available?)
• An augmented UD identification algorithm
• Fixed point error analysis of the normalized ladder algorithm
• Numerical characteristics of fast recursive least squares transversal adaptation algorithms - A comparative study
• A numerically robust blind equalization scheme applied to MIMO communication systems
• System identification in frequency domain using wavelets: conceptual remarks
• ITERATIVE AND RECURSIVE ESTIMATION OF TRANSFER FUNCTIONS
• Adaptive error-constrained method for LMS algorithms and applications
• Applying numerical linear algebra techniques to analyzing algorithms in signal processing
• On the numerical stability and accuracy of the conventional recursive least squares algorithm.
• ARMAX lattice algorithm for identification and prediction of dynamic systems
• A parallelizable recursive least squares algorithm for adaptive filtering, with very good tracking properties
• Computational noise effects on adaptive filter algorithms
• An overview on the applications of matrix theory in wireless communications and signal processing
• 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
• Convergence of the standard RLS method and \(UDU^T\) factorisation of covariance matrix for solving the algebraic Riccati equation of the DLQR via heuristic approximate dynamic programming
• Round-off error propagation in four generally-applicable, recursive, least-squares estimation schemes

This page was built for publication: Error propagation properties of recursive least-squares adaptation algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1064310)