Title :
Adjacent errors for assessing estimation and modeling algorithm performance
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., Illinois Univ., Chicago, IL, USA
Abstract :
Some modeling errors of the RLS algorithm are defined. Inequalities among the variances of these errors are obtained. These inequalities show how the RLS algorithm behaves as it tracks process parameters. By simulation it is shown that virtually all algorithms like the RLS algorithm exhibit the same error behavior
Keywords :
adaptive signal processing; error analysis; identification; least squares approximations; RLS algorithm; adjacent errors; algorithm performance; error behavior; estimation algorithm; modeling errors; modelling algorithm; process parameters tracking; Adaptive filters; Computational modeling; Computer errors; Control systems; Distortion; Estimation error; Random processes; Resonance light scattering; Signal generators; Signal processing;
Conference_Titel :
Circuits and Systems, 1997. Proceedings of the 40th Midwest Symposium on
Conference_Location :
Sacramento, CA
Print_ISBN :
0-7803-3694-1
DOI :
10.1109/MWSCAS.1997.662187
