Fast QR algorithms based on backward prediction errors: A new implementation and its finite precision performance

DOI10.1007/S00034-004-7035-ZMaRDI QIDQ1429409zbMATH OpenOpenAlexFDO

Authors José Antonio jun. Apolinário, Marcio G. Siqueira, P. S. R. Diniz

Publication date 18 May 2004

Published in Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00034-004-7035-z

zbMATH Keywords

adaptive systemsbackward prediction errorsQR algorithmsrecursive least-squares problem

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Least squares and related methods for stochastic control systems (93E24) Stochastic learning and adaptive control (93E35)

Recommendations

• Fixed-point error analysis of the QR-recursive least square algorithm
• scientific article; zbMATH DE number 125137
• Fast square-root RLS adaptive filtering algorithms
• Fast residual computation for sliding window recursive least squares methods
• Numerical characteristics of fast recursive least squares transversal adaptation algorithms - A comparative study

Cited in

(5)

• Fast residual computation for sliding window recursive least squares methods
• A lattice algorithm dual to the extended inverse QR algorithm
• QR-decomposition-based least-squares lattice interpolators
• Fixed-point error analysis of the QR-recursive least square algorithm
• Multichannel fast QRD-RLS adaptive filtering: block-channel and sequential-channel algorithms based on updating backward prediction errors

This page was built for publication: Fast QR algorithms based on backward prediction errors: A new implementation and its finite precision performance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1429409)