Numerical characteristics of fast recursive least squares transversal adaptation algorithms - A comparative study

DOI10.1016/0165-1684(92)90078-BMaRDI QIDQ1198773zbMATH OpenOpenAlexFDO

Authors Helmut Schütze, Zhiyun Ren

Publication date 16 January 1993

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1684(92)90078-b

zbMATH Keywords

fast recursive least squares algorithmsnumerical stability

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24)

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Cited in

(8)

• Fast QR algorithms based on backward prediction errors: A new implementation and its finite precision performance
• On the duality between the fast transversal and the fast QRD adaptive least squares algorithms
• Adaptive noise reduction using numerically stable fast recursive least squares algorithm
• Fast, recursive-least-squares transversal filters for adaptive filtering
• Unified derivation and initial convergence of three prewindowed fast transversal recursive least squares algorithms
• scientific article; zbMATH DE number 17427 (Why is no real title available?)
• Easy and effective stabilisation measure for fast recursive least squares algorithms for adaptive transversal filters
• Analysis of the direct and indirect a posteriori RLSL algorithm

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