• DocumentCode
    1108883
  • Title

    A recursive modified Gram-Schmidt algorithm for least- squares estimation

  • Author

    Ling, Fuyun ; Manolakis, Dimitris ; Proakis, John G.

  • Author_Institution
    Codex Corporation, Mansfeild, MA
  • Volume
    34
  • Issue
    4
  • fYear
    1986
  • fDate
    8/1/1986 12:00:00 AM
  • Firstpage
    829
  • Lastpage
    836
  • Abstract
    This paper presents a recursive form of the modified Gram-Schmidt algorithm (RMGS). This new recursive least-squares (RLS) estimation algorithm has a computational complexity similar to the conventional RLS algorithm, but is more robust to roundoff errors and has a highly modular structure, suitable for VLSI implementation. Its properties and features are discussed and compared to other LS estimation algorithms.
  • Keywords
    Array signal processing; Filtering; Kalman filters; Lattices; Recursive estimation; Resonance light scattering; Robustness; Roundoff errors; Signal processing algorithms; Vectors;
  • fLanguage
    English
  • Journal_Title
    Acoustics, Speech and Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0096-3518
  • Type

    jour

  • DOI
    10.1109/TASSP.1986.1164877
  • Filename
    1164877
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1108883