Title :
Analysis of finite precision effects on a recursive set membership parameter estimation algorithm
Author :
Rao, Ashok K. ; Huang, Yih-Fang
Author_Institution :
COMSAT Lab., Clarksburg, MD, USA
fDate :
12/1/1992 12:00:00 AM
Abstract :
Analysis of error propagation in an optimal bounding ellipsoid (OBE) algorithm is performed which shows that the errors in the estimates due to an initial perturbation are bounded. Simulation results demonstrate that the OBE algorithm can perform better than the conventional recursive least squares (RLS) in small wordlength environments. The analysis presented could also be applied for the finite-precision analysis of recursive weighted least squares algorithms
Keywords :
error analysis; least squares approximations; parameter estimation; signal processing; error propagation; finite precision effects; optimal bounding ellipsoid; parameter estimation algorithm; recursive weighted least squares algorithms; Algorithm design and analysis; Covariance matrix; Direction of arrival estimation; Parameter estimation; Signal processing; Signal processing algorithms; Signal resolution; Smoothing methods; Spatial resolution; Speech processing;
Journal_Title :
Signal Processing, IEEE Transactions on
