DocumentCode
3006740
Title
A unified derivation of the fast RLS algorithms
Author
Wang, Jin-Der ; Trussell, H.J.
Author_Institution
AT&T Information Systems
Volume
11
fYear
1986
fDate
31503
Firstpage
261
Lastpage
264
Abstract
The equivalence of three fast fixed order reeursive least squares (RLS] algorithms is shown. The FAEST and FTF algorithms are derived by eliminating redundancies in the fast Kalman algorithm. Exact equivalence is obtained by careful selection of the initial conditions. This equivalence suggests a new rescue variable which can perform no worse than previous ones and can test other symptoms of divergence as well.
Keywords
Computational complexity; Field-flow fractionation; Kalman filters; Least squares methods; Performance evaluation; Resonance light scattering; Robustness; Testing; Tin; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '86.
Type
conf
DOI
10.1109/ICASSP.1986.1169083
Filename
1169083
Link To Document