DocumentCode
1217297
Title
A note on the error propagation analysis of recursive least squares algorithms
Author
Yang, Bin
Author_Institution
Dept. of Electr. Eng., Ruhr-Univ., Bochum, Germany
Volume
42
Issue
12
fYear
1994
fDate
12/1/1994 12:00:00 AM
Firstpage
3523
Lastpage
3525
Abstract
The article comments on the error propagation analysis of recursive least squares algorithms presented by Ljung and Ljung (1985), Verhaegen (1989), and Haykin (1991). In particular, it corrects some incorrect statements about the error propagation given in the literature. It considers the problem of spatial adaptive filtering using the RLS minimization
Keywords
adaptive filters; adaptive signal processing; error analysis; filtering theory; least squares approximations; recursive estimation; RLS minimization; error propagation analysis; recursive least squares algorithms; spatial adaptive filtering; Algorithm design and analysis; Equations; Error analysis; Error correction; Explosives; Filtering algorithms; Least squares methods; Resonance light scattering; Roundoff errors; Vectors;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.340788
Filename
340788
Link To Document