Title :
Infinite precision analysis of the QR-recursive least squares algorithm
Author :
Siqueira, Marcio G. ; Diniz, Paulo S R
Abstract :
A detailed analysis is presented of the QR-decomposition/recursive-least-square (RLS) algorithm in infinite precision, when the input signal samples are not correlated. Equations for the dynamic range of the algorithm are derived. A program in C is written in order to simulate the QR-RLS algorithm implemented with fixed-point arithmetic in order to verify the accuracy of the formulas presented. In all examples, the experimental set up consists of the system identification application where both the input signal and measurement noise are pseudorandom sequences with normal distribution and zero-mean
Keywords :
Algorithm design and analysis; Dynamic range; Equations; Fixed-point arithmetic; Least squares methods; Noise measurement; Resonance light scattering; Signal analysis; Signal processing; System identification;
Conference_Titel :
Circuits and Systems, 1993., ISCAS '93, 1993 IEEE International Symposium on
Conference_Location :
Chicago, IL
Print_ISBN :
0-7803-1281-3
DOI :
10.1109/ISCAS.1993.393864
